‪Rui Da 笪睿‬ - ‪Google Scholar‬

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	All	Since 2019
Citations	79	76
h-index	3	3
i10-index	2	2

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20182019202020212022202320243 4 7 7 13 17 25

Co-authors

Dacheng Xiu (修大成)University of Chicago Booth School of BusinessVerified email at chicagobooth.edu
Stefan NagelFama Family Distinguished Service Professor of Finance, University of ChicagoVerified email at chicagobooth.edu

Rui Da 笪睿

Rui Da 笪睿

Indiana University Kelley School of Business

Verified email at iu.edu - Homepage

Financial Economics Econometrics


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
When Moving‐Average Models Meet High‐Frequency Data: Uniform Inference on Volatility R Da, D Xiu Econometrica 89 (6), 2787-2825, 2021	57	2021
The statistical limit of arbitrage R Da, S Nagel, D Xiu National Bureau of Economic Research, 2024	15	2024
Disentangling Autocorrelated Intraday Returns R Da, D Xiu Chicago Booth Research Paper, 2021	7	2021
Supplement to When Moving-Average Models Meet High-Frequency Data: Uniform Inference on Volatility R Da, D Xiu Econometrica 89 (6), 2787-2825, 2021		2021
Robust security volatility estimation using intraday transaction data XIU Dacheng, DA Rui US Patent App. 16/650,730, 2020		2020

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