@misc{ChristoffersenDiebold2004,
  author    = {Peter F. Christoffersen and Francis X. Diebold},
  title     = {Financial asset returns, direction-of-change forecasting, and volatility dynamics},
  booktitle = {Center for Financial Studies (Frankfurt am Main): CFS working paper series ; No. 2004,08},
  number    = {September 2003},
  institution = {Center for Financial Studies (CFS)},
  series    = {CFS working paper series},
  number    = {2004, 08},
  type      = {workingpaper},
  year        = {2004},
}