Vine based modeling of multivariate volatility time-series
by Yarema Okhrin

A multivariate dynamic mixture model for discrete price changes at highfrequency
by Leopoldo Catania

Instrumental variable estimation via a continuum of instruments with anapplication to estimating the elasticity of the intertemporal substitution inconsumption
by Xuexin Wang

Estimating ultra high dimensional cointegration
by Shi Chen

Linear-in-means social interactions - case of an online game
by Ya Qian