Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2004 - rev
Alexius, Boragan Aruoba, Robert Connolly, Marco Pagano, Paolo Pasquariello, Nang Wang, and Lu Zhang.
a
Department of Finance …, Northwestern University, and NBER, t-andersen@kellogg.nwu.edu
b
Departments of Economics and Finance, Duke University, and NBER …, boller@econ.duke.edu
c
Departments of Economics, Finance and Statistics, University of Pennsylvania, and NBER, fdiebold …