Andersen, Torben G.; Bollerslev, Tim; Diebold, Francis X.; … - Center for Financial Studies - 2004
Economics and Finance (in honor of Granger), and the London School of
Economics Fifth Financial Markets Group Conference on … University, and NBER,
t-andersen@kellogg.northwestern.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 …