Editor of special issues

“Factor Structures in Multivariate Time Series and Panel Data”, with J.-P. Urbain, Journal of Econometrics 193, 2011. nr. 1.

“Heavy Tails and Paretian Distributions in Empirical Finance, A Volume Honoring Benoît Mandelbrot”, with J.-M. Dufour and J.-R. Kurz-Kim, Journal of Empirical Finance 17, 2010, nr. 2.

“International Finance”, with I. M. Werner and C.C.P. Wolff, Journal of Empirical Finance 13, 2006, nrs. 4-5.

“Behavioral Finance”, with W. De Bondt and C.C.P. Wolff, Journal of Empirical Finance 11, 2004, nr. 4.

“Measuring Inflation for Monetary Purposes”, with M.M.G. Fase, De Economist 149, 2001, nr. 4.

“Risk Management”, with C. Koedijk and C.C.P. Wolff, Journal of Empirical Finance 7, 2000, nrs. 3-4.

“Market Dynamics”, with Th. van de Klundert, De Economist 146, 1998, nr. 3.