Dacheng Xiu, University of Chicago

Profile photo of Dacheng Xiu, expert at University of Chicago

Associate Professor Chicago, Illinois Dacheng.Xiu@chicagobooth.edu Office: (773) 834-7191

Expert In

Econometric modeling of derivatives Economic implication of financial data Empirical asset pricing Financial econometrics Quantitative finance Statistics

Bio/Research

Dacheng Xiu studies financial econometrics with emphases on statistical inference and the economic implication of high-frequency financial data. His current research also involves econometric modeling of derivatives and statistical methodologies for big financial data.

Links

Faculty Page