OK. Thank you for your hint. ${\cal F}_t$ is what I need. 

2008/10/7 Aditya Mahajan <adityam@umich.edu>
On Sun, 5 Oct 2008, Zhaopeng Xing wrote:

> Hi,
>
> I found a strange problem with the latest beta on my linux box. $\cal{F}_t$
> produces no subscript as in the attachment.

There are no lowercase caligraphic letters. Did you mean ${\cal F}_t$ or
$\cal F_T$?

Aditya
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--
Zhaopeng XING

Tinbergen Institute