Rui Da | 笪睿

Rui Da | 笪睿

University of Chicago Booth School of Business - Chicago / United States
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202619
Chicago Booth
person_outline Rui Da | 笪睿's MOST POPULAR ARTICLES
1-) When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on VolatilityR Da, D XiuEconometrica 89 (6), 2787-2825, 2021502021
2-) The statistical limit of arbitrageR Da, S Nagel, D XiuWork, 2022112022
3-) Disentangling Autocorrelated Intraday ReturnsR Da, D XiuChicago Booth Research Paper, 202152021
4-) Supplement to When Moving-Average Models Meet High-Frequency Data: Uniform Inference on VolatilityR Da, D XiuEconometrica 89 (6), 2787-2825, 20212021
5-) Robust security volatility estimation using intraday transaction dataXIU Dacheng, DA RuiUS Patent App. 16/650,730, 20202020