Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2005
, Evanston, IL 60208, and NBER
phone: 847-467-1285, e-mail: t-andersen@kellogg.northwestern.edu
2 Department of Economics … Economics, University of Pennsylvania, Philadelphia, PA 19104, and NBER
phone: 215-898-1507, e-mail: fdiebold …@sas.upenn.edu
4 Department of Economics, University of Pennsylvania, Philadelphia, PA 19104
phone: 215- 417- 4321, e-mail: jinw …