Kontoghiorghes, ErricosJ., Van Dijk, HermanK., Belsley, DavidA., Bollerslev, T., Diebold, FrancisX., Dufour, J.M., Engle, R., Harvey, A., Koopman, S.J., Pesaran, H., Phillips, PeterC.B., Smith, RichardJ., West, M., Yao, Q., Amendola, A., Billio, M., Chen, CathyW.S., Chiarella, C., Colubi, A., Deistler, M., Francq, C., Hallin, M., Jacquier, E., Judd, K., Koop, G., Lütkepohl, H., MacKinnon, JamesG., Mittnik, S., Omori, Y., Pollock, D.S.G., Proietti, T., Rombouts, JeroenV.K., Scaillet, O., Semmler, W., So, MikeK.P., Steel, M., Taylor, R., Tzavalis, E., Zakoian, J.M., Peter Boswijk, H., Luati, A. and Maheu, J. (2014). CFEnetwork: The Annals of computational and financial econometrics: 2nd issue Computational Statistics and Data Analysis, 76:1--3.
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Affiliated authors
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Publication year2014
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JournalComputational Statistics and Data Analysis