2005•SSRN Electronic JournalOpen access
The Relative Contribution of Jumps to Total Price Variance
Xin Huang, George Tauchen
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Xin Huang, George Tauchen
Abstract
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OpenAlex reports 275 citations for this work. Citation counts describe recorded attention and do not establish research quality.
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Key concepts: Econometrics, Variance (accounting), Economics, Statistics, Mathematics, Accounting