"Very Noisy Option Prices and Inference Regarding Option Returns"
by Duarte, J., Jones, C., and Wang, J. (2020),
at Western Finance Association Conference 2020
"Bayesian Nonparametric Covariance Estimation with Noisy and Nonsynchronous Asset Prices"
by Liu, J. (2019),
at Midwest Finance Association Conference 2020
"Solving the High-dimensional Markowitz Optimization Problem: When Sparse Regression Meets Random Matrix Theory"
by Ao, M., Li, Y., and Zheng, X. (2016),
at "New Developments in Measuring and Forecasting Financial Volatility" Conference, Duke University
“Realized Volatility and Business Cycle Fluctuations: A Mixed-Frequency VAR Approach”,
by Chauvet, M., Götz, T., and Hecq, A. (2013),
at Maastricht Workshop on Advances in Quantitative Economics
“Mean Reversion in International Stock Markets: An Empirical Analysis of the 20th Century”,
by Spierdijk, L., Bikker, J.A., and van den Hoek, P. (2010),
at NETSPAR International Pension Workshop
“Are Capital Controls Effective in the Foreign Exchange Market?”,
by Versteeg, R.J., Straetmans, S.T.M., and Wolff, C.C.P. (2007),
at Maastricht University
Journal of Empirical Finance, Journal of Applied Econometrics, Computational Statistics and Data Analysis, The Energy Journal, Oxford University Press, Review of Economics and Statistics, Journal of Banking and Finance, Macroeconomic Dynamics, Review of Quantitative Finance and Accounting, Journal of Business and Economic Statistics, Journal of Regulatory Economics, Journal of Time Series Analysis, Journal of Financial and Quantitative Analysis, Journal of Accounting, Auditing and Finance, Journal of Financial Econometrics, Review of Pacific Basin Financial Markets and Policies, Empirical Economics, Management Science, North American Journal of Economics and Finance.
NFA 2018 Conference, MFA 2020 Conference, MFA 2021 Conference, MFA 2022 Conference.