Scholars@Duke publication: The Relative Contribution of Jumps to Total Price Variance

The Relative Contribution of Jumps to Total Price Variance

Journal articles

Huang, X; Tauchen, G

Published in: Journal of Financial Econometrics

2005

Journal of Financial Econometrics

2005

456 / 499

APA

Chicago

ICMJE

MLA

NLM

Huang, X., & Tauchen, G. (2005). The Relative Contribution of Jumps to Total Price Variance. Journal of Financial Econometrics, 3(4), 456–499.

Huang, Xin, and George Tauchen. “The Relative Contribution of Jumps to Total Price Variance.” Journal of Financial Econometrics 3, no. 4 (2005): 456–99.

Huang X, Tauchen G. The Relative Contribution of Jumps to Total Price Variance. Journal of Financial Econometrics. 2005;3(4):456–99.

Huang, Xin, and George Tauchen. “The Relative Contribution of Jumps to Total Price Variance.” Journal of Financial Econometrics, vol. 3, no. 4, 2005, pp. 456–99.

Huang X, Tauchen G. The Relative Contribution of Jumps to Total Price Variance. Journal of Financial Econometrics. 2005;3(4):456–499.