Access Statistics for Dacheng Xiu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric analysis of multivariate realised QML: efficient positive semi-definite estimators of the covariation of equity prices 0 0 0 29 0 1 4 102
Total Working Papers 0 0 0 29 0 1 4 102


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data 0 0 0 22 2 2 5 113
Quasi-maximum likelihood estimation of volatility with high frequency data 1 1 4 32 1 1 5 148
Total Journal Articles 1 1 4 54 3 3 10 261


Statistics updated 2019-09-09