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)
Dmitry Kuvshinov (Universitat Pompeu Fabra, Spain)
Kenza Benhima (University of Lausanne, Switzerland)
Andrea Pogliano
Bernd Schwaab (European Central Bank, Germany)
Jannis Stockel (London School of Economics, United Kingdom)
Emmanuel Kemel (HEC Paris, France)
Antonella Bancalari (Institute for Fiscal Studies, United Kingdom)
Matteo Barigozzi (University of Bologna, Italy)
Thierry Mayer (Sciences Po, France)
Yuan Zi (Geneva Graduate Institute, Switzerland)
Robert Dur
Marlies Bar (Erasmus University Rotterdam)
Nestor Parolya (TU Delft)
Virginia Minni (The University of Chicago Booth School of Business, United States)
Jan Berendsen (Hamburg University, Germany)
Thomas Siedler (Universität Potsdam, Germany)
Stanislav Anatolyev (CERGE-EI, Czech Republic)
Tommaso Tulkens