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Library of Congress Catalog Card Number: 2003107899

International Standard Book Number: 0-12-174232-6

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Dedication

To Susan

Acknowledgments

Many people have played an important part knowingly or unknowingly in the writing of this book. Without implication, I would like to acknowledge the following people for stimulating discussions on topics covered in this book: Torben Andersen, Gurdip Bakshi, Jeremy Berkowitz, Tim Bollerslev, Bryan Campbell, Francesca Carrieri, Susan Christoffersen, Frank Diebold, Jin Duan, Rob Engle, Vihang Errunza, John Galbraith, Rene Garcia, Eric Ghysels, Silvia Goncalves, Jinyong Hahn, Steve Heston, Derek Hulley, Atsushi Inoue, Kris Jacobs, Eric Jacquier, Chris...