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 4 101
Total Working Papers 0 0 0 29 0 1 4 101


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 0 1 4 111
Quasi-maximum likelihood estimation of volatility with high frequency data 0 1 4 31 0 1 7 147
Total Journal Articles 0 1 4 53 0 2 11 258


Statistics updated 2019-06-03