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Xie, Xuan's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
224 |
Total
Citations
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1.
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Papageorgiou, Nicolas A.
HEC Montreal - Department of Finance Reeves, Jonathan J.
Australian School of Business, University of New South Wales Xie, Xuan
Citigroup Australia
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20 Dec 11
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Last Revised:
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14 Dec 12
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125
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realized beta, zero-beta portfolios, forecasting
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2.
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Reeves, Jonathan J.
Australian School of Business, University of New South Wales Xie, Xuan
Citigroup Australia
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11 Nov 10
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Last Revised:
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12 Feb 11
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99
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high-frequency returns, financial risk management, realized volatility
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3.
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Reeves, Jonathan J.
Australian School of Business, University of New South Wales Hooper, Vincent J.
Plymouth Videoconferencing Services Xie, Xuan
Citigroup Australia
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High-frequency data, Realized volatility
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4.
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Reeves, Jonathan J.
Australian School of Business, University of New South Wales Maheu, John M.
McMaster University - Michael G. DeGroote School of Business Xie, Xuan
Citigroup Australia
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high-frequency data, integrated volatility, realised volatility
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Records 1 -
4
of 4 matches
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