CFE network: the annals of computational and financial econometrics
Kontoghiorghes, E. J., Van Dijk, H. K., Belsley, D. A., Bollerslev, T., Diebold, F. X., Dufour, J., Engle, R. F., Harvey, A., Koopman, S. J., Pesaran, H., +32 more...Phillips, P. C., Smith, R. J., West, M., Yao, Q.
, Amendola, A., Billio, M., Chen, C. W., Chiarella, C., Colubi, A., Deistler, M., Francq, C., Hallin, M., Jacquier, E., Judd, K., Koop, G., Lütkepohl, H., MacKinnon, J. G., Mittnik, S., Omori, Y., Pollock, D., Proietti, T., Rombouts, J. V., Scaillet, O., Semmler, W., So, M. K., Steel, M., Taylor, R., Tzavalis, E., Zakoian, J., Boswijk, H. P., Luati, A. & Maheu, J.
(2014).
CFE network: the annals of computational and financial econometrics.
Computational Statistics and Data Analysis,
76, 1-3.
https://doi.org/10.1016/j.csda.2014.04.006
, Amendola, A., Billio, M., Chen, C. W., Chiarella, C., Colubi, A., Deistler, M., Francq, C., Hallin, M., Jacquier, E., Judd, K., Koop, G., Lütkepohl, H., MacKinnon, J. G., Mittnik, S., Omori, Y., Pollock, D., Proietti, T., Rombouts, J. V., Scaillet, O., Semmler, W., So, M. K., Steel, M., Taylor, R., Tzavalis, E., Zakoian, J., Boswijk, H. P., Luati, A. & Maheu, J.
(2014).
CFE network: the annals of computational and financial econometrics.
Computational Statistics and Data Analysis,
76, 1-3.
https://doi.org/10.1016/j.csda.2014.04.006