Research output per year
Research output per year
Personal profile
SUMMARY of research interests (100 words)
Financial econometrics;
Asset pricing;
Empirical market microstructure;
Options.
Supervised By
Professor Stephen Taylor and Professor Ingmar Nolte
Contact me
Office: Management School C3
Related documents
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Volatility Estimation and Forecasts Based on Price Durations
Hong, S. Y., Nolte, I., Taylor, S. & Zhao, V., 19/01/2023, In: Journal of Financial Econometrics. 21, 1, p. 106-144 39 p.Research output: Contribution to Journal/Magazine › Journal article › peer-review
Open AccessFile75 Downloads (Pure) -
High-frequency Covariance Matrix Estimation Using Price Durations
Nolte, I., Taylor, S. J. & Zhao, X., 2018.Research output: Working paper
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Essays on financial econometrics: variance and covariance estimation using price durations
Zhao, X., 2017, Lancaster University. 179 p.Research output: Thesis › Doctoral Thesis
Open AccessFile1083 Downloads (Pure) -
More accurate volatility estimation and forecasts using price durations
Zhao, X., Taylor, S. J. & Nolte, I., 2016, 41 p.Research output: Working paper
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Presentation at the Cambridge-INET Institute
Xiaolu Zhao, V. (Visitor)
5/02/2017 → 8/02/2017Activity: Talk or presentation types › Invited talk
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ESEM
Xiaolu Zhao, V. (Speaker)
22/08/2016 → 26/08/2016Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
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Financial Econometrics and Empirical Asset Pricing Conference
Xiaolu Zhao, V. (Speaker)
30/06/2016 → 1/07/2016Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
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IAAE conference
Xiaolu Zhao, V. (Speaker)
22/06/2016 → 25/06/2016Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
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Ninth SoFiE conference
Xiaolu Zhao, V. (Speaker)
14/06/2016 → 17/06/2016Activity: Participating in or organising an event types › Participation in conference -Mixed Audience
Prizes
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Best MRes Dissertation
Xiaolu Zhao, V. (Recipient), 30/09/2012
Prize: Prize (including medals and awards)