Bollerslev, Tim; Sizova, Natalia; Tauchen, George Eugene - 2009
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yDepartment of Economics, Duke University, Durham NC 27708, USA, and NBER and CREATES, Email:
boller@duke.edu.
zDepartment of … Economics, Duke University, Durham NC 27708, USA, Email: natalia.sizova@duke.edu.
xDepartment of Economics, Duke University …, Durham NC 27708, USA, Email: george.tauchen@duke.edu.
1 Introduction
Modeling and forecasting of stock market return …