Publications of Xin Huang    :chronological  alphabetical  combined  bibtex listing:

Papers Published

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]

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)