@misc{AndersenBollerslevDieboldetal.2004,
  author    = {Torben G. Andersen and Tim Bollerslev and Francis X. Diebold and Jin Wu},
  title     = {Realized beta : persistence and predictability},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2004,16},
  number    = {This Draft/Print: March 1, 2004},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2004, 16},
  type      = {workingpaper},
  year        = {2004},
}