• Financial Trading Over The Years: A Multifractal Intensity Perspective

• Nonparametric Methods for Microeconometric Analysis of Heterogeneous Agents

• Adaptive Shrinkage Estimation of Dynamic Factor Models with Structural Instabilities

• Evaluating Treatment Protocols using Data Combination

• Inference with Dependent Data Using Cluster Covariance Estimators

• Tim Armstrong

• Eric Ghysels

• Vira Semenova

• A New Prior for Time-Varying Parameter Models

• No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates

• Preference Types and Welfare in Insurance Markets

• Financial Trading Over Years: A Multi-Fractal Intensity Perspective

• Comparing Possibly Misspecified Forecasts

• Option Implied Volatility and Corporate Bond Yields: A Dynamic Factor Approach

• False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas