Andersen, Torben; Bollerslev, Tim; Christoffersen, Peter F. - 2005
, IL 60208, and
NBER; phone: 847-467-1285, e-mail: t-andersen@kellogg.northwestern.edu
2 Department of Economics, Duke … of Economics, University of Pennsylvania, Philadelphia, PA 19104, and NBER
phone: 215-898-1507, e-mail: fdiebold …