1. Ying Chen is Assistant Professor, Department of Statistics & Applied Probability, National University of Singapore, 6 Science Drive 2, Singapore 117546 . Wolfgang Karl Härdle is Ladislaus von Bortkiewicz Chair of Statistics, C.A.S.E.—Center for Applied Statistics and Economics, School of Business and Economics, Humboldt-Universität zu Berlin, Spandauerstr. 1, 10178 Berlin, Germany. Uta Pigorsch is Junior Professor, Department of Economics, Universität Mannheim, L7, 3-5, 68131 Mannheim, Germany. We are...