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Selected Bibliography for Dacheng Xiu
Assistant Professor of Econometrics and Statistics


Accessing Articles

Published Works

"Quasi-Maximum Likelihood Estimation of Volatility with High Frequency Data." Dacheng Xiu; Journal of Econometrics, 2010, 159(1), pp. 235-50.
http://dx.doi.org/10.1016/j.jeconom.2010.07.002

"High-Frequency Covariance Estimates with Noisy and Asynchronous Financial Data." Yacine Aït-Sahalia, Jianqing Fan and Dacheng Xiu; Journal of the American Statistical Association, 2010, 105(492), pp. 1504-17.
http://dx.doi.org/10.1198/jasa.2010.tm10163

 

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