Comment

Torben G. Andersen; Tim Bollerslev; Per Houmann Frederiksen; Morten Ørregaard Nielsen

doi:10.1198/073500106000000134

Comment

Torben G. Andersen^*, Tim Bollerslev, Per Houmann Frederiksen, Morten Ørregaard Nielsen

^*Corresponding author for this work

Finance

Research output: Contribution to journal › Comment/debate › peer-review

9 Scopus citations

Original language	English (US)
Pages (from-to)	173-179
Number of pages	7
Journal	Journal of Business and Economic Statistics
Volume	24
Issue number	2
DOIs	https://doi.org/10.1198/073500106000000134
State	Published - Apr 2006

Funding

This research was supported by a grant from the National Science Foundation to the National Bureau of Economic Research (Andersen and Bollerslev). The authors are deeply indebted to Frank Diebold for numerous discussions and earlier collaboration on these issues. The authors thank the Graduate School of Business of the University of Chicago for financial support. They are grateful to the conference participants at the 2005 Annual JBES Invited Lecture (American Statistical Association Meetings, Minneapolis, August 7–11) for discussions.

ASJC Scopus subject areas

Statistics and Probability
Social Sciences (miscellaneous)
Economics and Econometrics
Statistics, Probability and Uncertainty

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10.1198/073500106000000134

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@article{943cd78cda9a4ad79ecd1ba4202ae917,

title = "Comment",

author = "Andersen, \{Torben G.\} and Tim Bollerslev and Frederiksen, \{Per Houmann\} and Nielsen, \{Morten {\O}rregaard\}",

note = "Funding Information: This research was supported by a grant from the National Science Foundation to the National Bureau of Economic Research (Andersen and Bollerslev). The authors are deeply indebted to Frank Diebold for numerous discussions and earlier collaboration on these issues. Funding Information: The authors thank the Graduate School of Business of the University of Chicago for financial support. They are grateful to the conference participants at the 2005 Annual JBES Invited Lecture (American Statistical Association Meetings, Minneapolis, August 7–11) for discussions.",

year = "2006",

month = apr,

doi = "10.1198/073500106000000134",

language = "English (US)",

volume = "24",

pages = "173--179",

journal = "Journal of Business and Economic Statistics",

issn = "0735-0015",

publisher = "Taylor and Francis Ltd.",

number = "2",

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T1 - Comment

AU - Andersen, Torben G.

AU - Bollerslev, Tim

AU - Frederiksen, Per Houmann

AU - Nielsen, Morten Ørregaard

N1 - Funding Information: This research was supported by a grant from the National Science Foundation to the National Bureau of Economic Research (Andersen and Bollerslev). The authors are deeply indebted to Frank Diebold for numerous discussions and earlier collaboration on these issues. Funding Information: The authors thank the Graduate School of Business of the University of Chicago for financial support. They are grateful to the conference participants at the 2005 Annual JBES Invited Lecture (American Statistical Association Meetings, Minneapolis, August 7–11) for discussions.

PY - 2006/4

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U2 - 10.1198/073500106000000134

DO - 10.1198/073500106000000134

M3 - Comment/debate

AN - SCOPUS:33646566303

SN - 0735-0015

VL - 24

SP - 173

EP - 179

JO - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

IS - 2

ER -

Comment

Funding

ASJC Scopus subject areas

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