45 Key Publications

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  Konig, M., Zilibotti, F., Thoenig, M. and Rohner, D. (2017). Networks in Conflict: Theory and Evidence from the Great War of Africa Econometrica, 85(4):1093--1132.

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  Ward, F. (2017). Spotting the Danger Zone: Forecasting Financial Crises With Classification Tree Ensembles and Many Predictors Journal of Applied Econometrics, 32(2):.

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  Aït-Sahalia, Y., Fan, J., Laeven, R., Wang, C. and Yang, X. (2017). Estimation of the Continuous and Discontinuous Leverage Effects Journal of the American Statistical Association, 112(520):1744--1758.

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  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.

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  Heufer, J.P.M. and Hjertstrand, P. (2017). Homothetic Efficiency: Theory and Applications Journal of Business and Economic Statistics, :1--13.