andersen, t.g., bollerslev, t., diebold, f.x. and wu, j ...fdiebold/papers/paper59/... · andersen,...
TRANSCRIPT
Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J. (2006),"Realized Beta: Persistence and Predictability,"
in T. Fomby and D. Terrell (eds.)Advances in Econometrics: Econometric Analysis of Economic and Financial Time Series in Honor of R.F. Engle, and C.W.J. Granger, Volume B, 1-40.