Bollerslev, Tim; Gibson, Michael; Zhou, Hao - Federal Reserve Board (Board of Governors of the … - 2004
Economics, Duke University, Post O ce Box 90097, Durham NC 27708, and
NBER, USA, Email boller@econ.duke.edu, Phone 919 …-660-1846, Fax 919-684-8974.
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Division of Research and Statistics, Federal Reserve Board, Mail Stop 91, Washington DC
20551 USA, E …, Mail Stop 91, Washington DC
20551 USA, E-mail hao.zhou@frb.gov, Phone 202-452-3360, Fax 202-728-5887.
Abstract
This paper …