Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002
-andersen@kellogg.northwestern.edu
b
Departments of Economics and Finance, Duke University, Durham, NC 27708, and NBER
phone: 919-660-1846, e …-mail: boller@econ.duke.edu
c
Departments of Economics, Finance and Statistics, University of Pennsylvania, Philadelphia, PA 19104 …