andersen, t.g., bollerslev, t., diebold, f.x. and wu, j. …fdiebold/papers/paper59/realize… ·...

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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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Page 1: 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),

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.

Page 2: 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),

Page 3: 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),

Page 4: 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),

Page 5: 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),

Page 6: 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),

Page 7: 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),

Page 8: 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),

Page 9: 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),

Page 10: 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),

Page 11: 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),

Page 12: 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),

Page 13: 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),

Page 14: 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),

Page 15: 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),

Page 16: 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),

Page 17: 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),

Page 18: 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),

Page 19: 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),

Page 20: 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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