Xuezheng Bai
Ph.D. The University of Chicago 2000
Dissertation:
Beyond Merton's Utopia: Effects of Non-normality and Dependence on the Precision of Variance Estimates Using High-frequency Financial Data
Mathematics Subject Classification: 62—Statistics
Advisor 1: George Ching-Hwuan Tiao
Advisor 2: Jeffrey R. Russell
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 300308 for the advisor ID.