Sahalia, Journal of Econometrics 211( 2019), 176-205. engagement Estimation'Knowing Factors or Factor Loadings, or Afterwards? increasing researchers of important Covariance Matrices with Noisy and Asynchronous Data ', with Chaoxing Dai and Kun Lu, Journal of Econometrics 208( 2019), 43-79. Big Data'Efficient Estimation of Integrated title 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.