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Financial Statistics and Risk Management: An Overview
–Rong Chen, Per Mykland, Qiwei Yao [] []

Increased correlation among asset classes: Are volatility or jumps to blame, or both?
–Yacine Aït-Sahalia, Dacheng Xiu [] []

Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data
–Donggyu Kim, Yazhen Wang [] []

Copula structured M4 processes with application to high-frequency financial data
–Zhengjun Zhang, Bin Zhu [] []

Between data cleaning and inference: Pre-averaging and robust estimators of the efficient price
–Per A. Mykland, Lan Zhang [] []

Convolutional autoregressive models for functional time series
–Xialu Liu, Han Xiao, Rong Chen [] []

Testing super-diagonal structure in high dimensional covariance matrices
–Jing He, Song Xi Chen [] []

Robust inference of risks of large portfolios
–Jianqing Fan, Fang Han, Han Liu, Byron Vickers [] []

Semiparametric dynamic portfolio choice with multiple conditioning variables
–Jia Chen, Degui Li, Oliver Linton, Zudi Lu [] []

Asymptotics for parametric GARCH-in-Mean models
–Christian Conrad, Enno Mammen [] []

Tail dependence measure for examining financial extreme co-movements
–Alexandru V. Asimit, Russell Gerrard, Yanxi Hou, Liang Peng [] []

Local-momentum autoregression and the modeling of interest rate term structure
–Jin-Chuan Duan [] []

On consistency of minimum description length model selection for piecewise autoregressions
–Richard A. Davis, Stacey A. Hancock, Yi-Ching Yao [] []

Generalized Yule–Walker estimation for spatio-temporal models with unknown diagonal coefficients
–Baojun Dou, Maria Lucia Parrella, Qiwei Yao [] []

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