Multivariate AutoRegressive Smooth Liquidity
Oliver Linton (University of Cambridge, United Kingdom)
- Erasmus Econometric Institute Series
Oliver Linton (University of Cambridge, United Kingdom)
Bernd Schwaab (European Central Bank, Germany)
Matteo Barigozzi (University of Bologna, Italy)
Nestor Parolya (TU Delft)
Roberto Renò (ESSEC Business School, France)
Stanislav Anatolyev (CERGE-EI, Czech Republic)
Andrii Babii (The University of North Carolina at Chapel Hill, United States)
Christian T. Brownlees (LUISS Guido Carli, Italy)
Daniel Lewis (University College London, United Kingdom)
Jiti Gao (Monash University, Australia)
Mark Podolskij (University of Luxembourg)
Xiaolin Sun (University of Manchester, United Kingdom)
Robin Lumsdaine (American University Washington, United States and Erasmus University Rotterdam)
Daniel Wilhelm (LMU Munich, Germany)
Federico Crudu (University of Siena, Italy)
Giulia Livieri (London School of Economics and Political Science, United Kingdom)
André Santos (CUNEF Universidad, Spain)
Iván Fernández-Val (Boston University, United States)
Ivan Fernandez-Val (Boston University, United States)
Marina Friedrich (Vrije Universiteit Amsterdam)