Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2004 - rev
Basel, the 2003 BSI
Gamma conference, the 2004 Symposium of the ECB-CFS Research Network, as well as Rui Albuquerque, Annika …, the 2004 Symposium of the ECB-CFS Research Network, as well as Rui Albuquerque, Annika
Alexius, Boragan Aruoba, Robert … macroeconomic announcements, changes over the stage of the business cycle. In particular,
Boyd, Jagannathan and Hu (2001) argue …