Rui Da
Rui Da
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Publications
Type
Journal article
Preprint
Date
2022
2021
with Stefan Nagel
,
Dacheng Xiu
(2022).
The Statistical Limit of Arbitrage
.
PDF
Abstract
with Dacheng Xiu
(2021).
When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility
. in
Econometrica
.
PDF
Abstract
with Dacheng Xiu
(2021).
Disentangling Autocorrelated Intraday Returns
. revision requested by
Journal of Econometrics
.
PDF
Abstract
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