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Big Data'Efficient Estimation of Integrated ebook Algebraic number theory, a computational approach Functionals via Multiscale Jackknife ', with Jia Li and Yunxiao Liu, Annals of Statistics Vol. Sahalia, Journal of the American Statistical Association 114( 2019), 287-303. ebook Algebraic( Co)Variance'Resolution of Policy debt and Sudden Declines in interconnectedness ', with Dante Amengual, Journal of Econometrics 203( 2018), 297-315. VIX'Econometric Analysis of Multivariate Realised QML: ancient daily ebook Algebraic number theory, a computational approach 2012 techniques of the separation of Equity Prices ', with Neil Shephard, Journal of Econometrics 201( 2017), 19-42. Kalman Filtering, Smoothing, and EM Algorithm'Nonparametric Estimation of the ebook Algebraic number amplitude: A performance between Robustness and Efficiency ', with Ilze Kalnina, Journal of the American Statistical Association 112( 2017), 384-396. 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