@misc{AndersenBollerslevDieboldetal.2004,
  author    = {Torben G. Andersen and Tim Bollerslev and Francis X. Diebold and Clara Vega},
  title     = {Real-time price discovery in stock, bond and foreign exchange markets},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2004,19},
  number    = {This Version: June 28, 2004},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2004, 19},
  type      = {workingpaper},
  year        = {2004},
}