Koopman, S., Lit, R. and Lucas, A. (2017). Intraday Stochastic Volatility in Discrete Price Changes: the Dynamic Skellam Model Journal of the American Statistical Association, 112(520):1490--1503.
Sven Fischer (2017). Potential Pareto Public Goods Journal of Public Economics.
Francesco Ravazzolo (2017). Density Forecasts With Midas Models Journal of Applied Econometrics.
Francesco Lippi (2017). Cash burns: An inventory model with a cash-credit choice Journal of Monetary Economics.
Tim Willems (2017). Actively Learning by Pricing: A Model of an Experimenting Seller Economic Journal.
Tim Willems (2017). The benefits of forced experimentation: Striking evidence from the London underground network Quarterly Journal of Economics.