Andersen, Torben G.; Bollerslev, Tim; Christoffersen, … - Center for Financial Studies - 2005
Torben G. Andersen, Tim Bollerslev,
Peter F. Christoffersen,
and Francis X. Diebold
Center for Financial …*
Torben G. Andersen
1
, Tim Bollerslev
2
,
Peter F. Christoffersen
3
,
and Francis X. Diebold
4
January 11, 2005 …