DACHENG XIU

Assistant Professor of Econometrics and Statistics
5807 South Woodlawn Avenue, Chicago, IL 60637
773.834.7191
dacheng.xiu@chicagobooth.edu

 

WHAT'S NEW

• Spot Variance Regressions, with Jia Li, 2013.
• A Tail of Two Option Markets: State-Price Densities and Volatility Risk, with Zhaogang Song, 2013.
• Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices, with Neil Shephard, 2012.