René Garcia

Finance, Law and Accounting Department
Edhec Business School

Eric Renault

Department of Economics
University of North Carolina at Chapel Hill
CIRANO and CIREQ

Address for correspondence:

Journal of Financial Econometrics
CIRANO
2020 University Street, 25th Floor
Montréal (Québec)
Canada H3A2A5

Eric Ghysels

University of North Carolina at Chapel Hill

Ravi Jagannathan

Northwestern University

George Tauchen

Duke University

Nathalie Bannier

CIRANO

John Y. Campbell, Harvard University

Francis X. Diebold, University of Pennsylvania

Robert F. Engle, New York University and University of California, San Diego

A. Ronald Gallant, Duke University

John F. Geweke, University of Iowa

Christian Gouriéroux, University of Toronto and INSEE-CREST

Clive W. J. Granger, University of California, San Diego

Lars Peter Hansen, University of Chicago

Wolfgang Härdle, Humboldt-Universität zu Berlin

Adrian Pagan, Australian National University

Halbert L. White, Jr., University of California, San Diego

Karim Abadir, Imperial College London

Yacine Aït-Sahalia, Princeton University

Torben Gustav Andersen, Northwestern University

Gurdip Bakshi, University of Maryland

Pierluigi Balduzzi, Boston College

Federico M. Bandi, University of Chicago

Ravi Bansal, Duke University

David Bates, University of Iowa

Luc Bauwens, Université Catholique de Louvain

Peter L. Bossaerts, California Institute of Technology

Giorgio Calzolari, University of Florence

Bryan Campbell, Concordia University

Marine Carrasco, Université de Montréal

Siddhartha Chib, Washington University

Peter Christoffersen, McGill University

Rama Cont, Columbia University

Frank De Jong, Tilburg University

Jin-Chuan Duan, University of Toronto

Yanqin Fan, Vanderbilt University

Alastair R. Hall, University of Manchester

Joel Hasbrouck, New York University

Eric Jacquier, HEC Montréal

Michael Johannes, Columbia University

Christopher S. Jones, University of Southern California

Thomas McCurdy, University of Toronto

Serena Ng, University of Michigan

Jeffrey Russell, University of Chicago

Mark Salmon, University of Warwick

Peter C. Schotman, University of Maastricht

Christopher I. Telmer, Carnegie Mellon University

Allan Timmermann, University of California, San Diego

Ruey Tsay, University of Chicago

Pietro Veronesi, University of Chicago

Bas J. M. Werker, Tilburg University

Harold H. Zhang, University of North Carolina at Chapel Hill