Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2004 - rev
, Northwestern University, and NBER, t-andersen@kellogg.nwu.edu
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Departments of Economics and Finance, Duke University, and NBER …, boller@econ.duke.edu
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Departments of Economics, Finance and Statistics, University of Pennsylvania, and NBER, fdiebold …? There is perhaps no question more central to economics. This
paper focuses on understanding the behavior of prices in …