Concepedia

Author

Xuezheng Bai

University of Chicago

Also Known As

Xuezheng Bai

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Publications

164

Citations

1

H-Index

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Concepts

All Affiliations

University of Chicago
XB

About

Xuezheng Bai is an author at University of Chicago specializing in multivariate stochastic volatility, volatility modeling, and asset pricing.

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#ConceptH-IndexPublicationsCitations

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Business

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Engineering

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Finance

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Asset Pricing

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Statistics

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Xuezheng Bai

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1

Publications

164

Citations

1

H-Index

YearCitations

Kurtosis of GARCH and stochastic volatility models with non-normal innovations

Xuezheng Bai, Jeffrey R. Russell, George C. Tiao

Journal of Econometrics

2003

164

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