On loss functions and ranking forecasting performances of multivariate volatility models
–Sébastien Laurent, Jeroen V.K. Rombouts, Francesco Violante [Publisher] [Google Scholar]

Generalized quadratic revenue functions
–Robert Chambers, Rolf Färe, Shawna Grosskopf, Michael Vardanyan [Publisher] [Google Scholar]

Estimating DSGE models using seasonally adjusted and unadjusted data
–Hikaru Saijo [Publisher] [Google Scholar]

Maximum likelihood estimation and uniform inference with sporadic identification failure
–Donald W.K. Andrews, Xu Cheng [Publisher] [Google Scholar]

Semi-parametric estimation of American option prices
–Patrick Gagliardini, Diego Ronchetti [Publisher] [Google Scholar]

Testing whether the underlying continuous-time process follows a diffusion: An infinitesimal operator-based approach
–Bin Chen, Zhaogang Song [Publisher] [Google Scholar]

Chi-squared tests for evaluation and comparison of asset pricing models
–Nikolay Gospodinov, Raymond Kan, Cesare Robotti [Publisher] [Google Scholar]

Powerful tests for structural changes in volatility
–Ke-Li Xu [Publisher] [Google Scholar]

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