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About the EditorsJae H. (Paul) Kim has published widely in the areas of empirical finance, econometrics, and time series forecasting. His current research areas in finance include return predictability, testing for market efficiency, and methodological issues in statistical inference. He is an author of four software packages written in R: two for time series analysis and forecasting and the other two testing for asset market efficiency and return predictability.The wild bootstrap variance ratio test he has proposed is available in Eviews, accessible to a mass of students and researchers around the world.