Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J. …fdiebold/papers/paper59/Realize… · · 2007-10-10Andersen, T.G., Bollerslev, T., Diebold, F.X. and Wu, J. (2006), ...
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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.
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