| Xin Huang,
Please note: Xin has left the "Economics" group at Duke University; some info here might not be up to date.
- Contact Info:
- Education:
PhD candidate | Duke University | 2007 |
MA in Economics | University of Kansas | 2001 |
BA in International Economics | Xiamen University | 1999 |
- Specialties:
-
Financial Economics
Econometrics 3457
- Working Papers
- Torben G. Andersen, Tim Bollerslev and Xin Huang, A Semiparametric Framework for Modeling and Forecasting Jumps and Volatility in Speculative Prices
(August, 2006) [abs]
- X. Huang, Macroeconomic News Announcements, Financial Market Volatility and Jumps
(2006)
- Recent Publications
- 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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