Big Data in Economics and Finance (Editors: Massimiliano Caporin, Juri Marcucci, J. James Reade)
Filtering (Editors: Christian Hafner, Zhengyuan Gao)
Recent Advances in Theory and Methods for the Analysis of High Dimensional and High Frequency Financial Data (Editors: Norman R. Swanson, Xiye Yang)
Resampling Methods in Econometrics (Editors: Jean-Marie Dufour, Lynda A. Khalaf)
Volatility Modeling (Editors: Deniz Erdemlioglu, Olivier Scaillet, Kamil Yilmaz)