Your search returned 8 results.

Sort
Results
1.
Principal component analysis of high frequency data / Yacine Aït-Sahalia and Dacheng Xiu by Series: NBER Working Paper ; 21584
Material type: Text Text
Publication details: Cambridge NBER 2015
Online resources:
Availability: Items available for loan: IGIDR (1).

2.
Taming the factor zoo: A Test of new factors / Guanhao Feng, Stefano Giglio and Dacheng Xiu by Series: NBER Working Paper ; 25481
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2019
Online resources:
Availability: Items available for loan: IGIDR (1).

3.
Predicting returns with text data / Zheng Tracy Ke, Bryan T. Kelly and Dacheng Xiu by Series: NBER Working Paper ; 26186
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Cambridge NBER 2019
Online resources:
Availability: Items available for loan: IGIDR (1).

4.
5.
Test assets and weak factors / Stefano Giglio, Dacheng Xiu and Dake Zhang by Series: NBER Working Papers ; 29002
Material type: Text Text
Publication details: Cambridge NBER 2021
Online resources:
Availability: Items available for loan: IGIDR (1).

6.
The Statistical limit of arbitrage / Rui Da, Stefan Nagel and Dacheng Xiu by Series: NBER Working Papers ; 33070
Material type: Text Text
Publication details: Cambridge NBER 2024
Online resources:
Availability: Items available for loan: IGIDR (1).

7.
Financial machine learning / Bryan T. Kelly and Dacheng Xiu by Series: BFI working papers ; 2023-100
Material type: Text Text; Format: print ; Literary form: Not fiction
Publication details: Chicago BFI 2023
Online resources:
Availability: Items available for loan: IGIDR (1).

8.
Can machines learn weak signals? / Zhouyu Shen and Dacheng Xiu by Series: NBER Working Papers ; 33421
Material type: Text Text
Publication details: Cambridge NBER 2025
Online resources:
Availability: Items available for loan: IGIDR (1).


For any Suggestions or Query, please contact the library staff @ lib@igidr.ac.in or Phone: 022-69096504/69096563