Bollerslev, Tim; Sizova, Natalia; Tauchen, George - School of Economics and Management, University of Aarhus - 2009
Tim Bollerslev, Natalia Sizova and George Tauchen
School of Economics and Management
University of Aarhus …, Denmark, and the Finance Seminar at the Stern School of Business, NYU for helpful comments and
discussion. Bollerslev’s work ….
yDepartment of Economics, Duke University, Durham NC 27708, USA, and NBER and CREATES, Email:
boller@duke.edu.
zDepartment of …