Opschoor, A., Janus, P., Lucas, A. and Van Dijk, D. (2018). New HEAVY Models for Fat-Tailed Realized Covariances and Returns Journal of Business and Economic Statistics, 36(4):643--657.
6 key alumni publications
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Baillon, A. and Emirmahmutoglu, A. (2018). Zooming in on ambiguity attitudes International Economic Review, 59(4):.
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Muller, P., van der Klaauw, B., Gautier, P., Rosholm, M. and Svarer, M. (2018). Estimating equilibrium effects of job search assistance Journal of Labor Economics, 36(4):1073--1125.
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Boswijk, H., Laeven, R. and Yang, X. (2018). Testing for self-excitation in jumps Journal of Econometrics, 203(2):256--266.
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Weber, M., Duffy, J. and Schram, A. (2018). An Experimental Study of Bond Market Pricing The Journal of Finance, 73(4):1857--1892.
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Juodis, A. (2018). Pseudo Panel Data Models With Cohort Interactive Effects Journal of Business and Economic Statistics, 36(1):47--61.