Andersen, Torben (contributor); Bollerslev, Tim (contributor) - 2002
of Management, Northwestern University, Evanston, IL 60208, and NBER
phone: 847-467-1285, e-mail: t … finance, whether in asset pricing, portfolio allocation, or risk
management, and standard financial econometric methods and … knowledge to date concerning the
temporal dependencies in financial market volatility have arguably been gleaned …