EDITORIAL ACTIVITIES

Associate Editor (2007- ) of the Journal of Business and Economic Statistics.

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Associate Editor (2011- ) of Econometric Theory.

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Associate Editor (2012- ) of Econometrics Journal.

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Co-Editor of the special issue "Nonlinear financial econometrics", forthcoming 2018, of the Journal of Econometrics.

Co-Editor of the special issue "Semiparametric methods in econometrics", 2007, of the Journal of Econometrics.

Associate Editor (2017- ) of Journal of Econometrics.

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Associate Editor (2012-2016) of Management Science.

Distinguished Service Award 2013.

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Associate Editor (2011- ) of the Journal of Banking and Finance.

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Co-Editor of the special issue "(EC)2 Conference Econometrics of Financial and Insurance Risks", Vol 5, 1, Winter 2007, of the Journal of Financial Econometrics.

Associate Editor (2019- ) of the Journal of Financial Econometrics.

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Associate Editor (2012- ) of Stat.

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Associate Editor (2013- ) of Stochastic Analysis and Applications.

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Associate Editor (2013- ) of Annals of Computational and Financial Econometrics (a supplement to the journal of Computational Statistics & Data Analysis ).

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Co-Editor of the special issue "Volatility modeling" (2018) of Econometrics.

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