Multivariate AutoRegressive Smooth Liquidity
Oliver Linton (University of Cambridge, United Kingdom)
- Erasmus Econometric Institute Series
Oliver Linton (University of Cambridge, United Kingdom)
Şifa Çelik (Eindhoven University of Technology)
Bernd Schwaab (European Central Bank, Germany)
Matteo Barigozzi (University of Bologna, Italy)
Nestor Parolya (TU Delft)
Stanislav Anatolyev (CERGE-EI, Czech Republic)
Christian T. Brownlees (LUISS Guido Carli, Italy)
Mark Podolskij (University of Luxembourg)
Daniel Wilhelm (LMU Munich, Germany)
Giulia Livieri (London School of Economics and Political Science, United Kingdom)
André Santos (CUNEF Universidad, Spain)
Iván Fernández-Val (Boston University, United States)
Marina Friedrich (Vrije Universiteit Amsterdam)