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Xin Huang,

Please note: Xin has left the "Economics" group at Duke University; some info here might not be up to date.

Contact Info:
Office Location:  308E Social Sciences Building
Email Address: send me a message
Web Page:


PhD candidateDuke University2007
MA in EconomicsUniversity of Kansas2001
BA in International EconomicsXiamen University1999

Financial Economics

Working Papers

  1. Torben G. Andersen, Tim Bollerslev and Xin Huang, A Semiparametric Framework for Modeling and Forecasting Jumps and Volatility in Speculative Prices (August, 2006)  [abs]
  2. X. Huang, Macroeconomic News Announcements, Financial Market Volatility and Jumps (2006)
Recent Publications

  1. Xin Huang and George Tauchen, The Relative Contribution of Jumps to Total Price Variance, Journal of Financial Econometrics, vol. 3 no. 4 (August, 2005), pp. 456-499, Oxford University Press [dtl]  [abs]

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