Dacheng Xiu studies financial econometrics with an emphasis on exploring high-frequency financial data. His work has appeared in the Journal of Econometrics and the Journal of the American Statistical Association. His publication “Quasi-Maximum Likelihood Estimation of Volatility with High Frequency Data” has received the 2010 Laha Award from the Institute of Mathematical Statistics. His recent research interests also include empirical asset pricing and nonlinear time series.
Xiu has presented his work at various conferences and university seminars. He also serves as a referee for many journals in econometrics, statistics, and finance. In addition, his professional experience includes work with TYKHE Capital LLC in New York and Citigroup in the capital markets and banking division.
Xiu earned his PhD and MA in applied mathematics from Princeton University, where he taught and conducted research at the Bendheim Center for Finance. Additionally, he holds a BS in mathematics from the University of Science and Technology of China in Hefei, China.
Xiu joined the University of Chicago faculty in 2011.