Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - Center for Financial Studies - 2004
, Northwestern University and NBER, t-andersen@kellogg.nwu.edu
b
Departments of Economics and Finance, Duke University and NBER …, boller@econ.duke.edu
c
Departments of Economics, Finance and Statistics, University of Pennsylvania and NBER,
fdiebold …@wharton.upenn.edu
d
Department of Economics, University of Rochester, vega@simon.rochester.edu
CFS Working Paper No. 2004/19
Real …