CFE network: the annals of computational and financial econometrics
Kontoghiorghes, Erricos J.; Van Dijk, Herman K.; Belsley, David A.; Bollerslev, Tim; Diebold, Francis X.; Dufour, Jean-Marie; Engle, Robert F.; Harvey, Andrew; Koopman, Siem Jan; Pesaran, Hashem; +32 more...Phillips, Peter C.B.; Smith, Richard J.; West, Mike; Yao, Qiwei
; Amendola, Alessandra; Billio, Monica; Chen, Cathy W.S.; Chiarella, Carl; Colubi, Ana; Deistler, Manfred; Francq, Christian; Hallin, Marc; Jacquier, Eric; Judd, Kenneth; Koop, Gary; Lütkepohl, Helmut; MacKinnon, James G.; Mittnik, Stefan; Omori, Yasuhiro; Pollock, D.S.G.; Proietti, Tommaso; Rombouts, Jeroen V.K.; Scaillet, Olivier; Semmler, Willi; So, Mike K.P.; Steel, Mark; Taylor, Robert; Tzavalis, Elias; Zakoian, Jean-Michel; Boswijk, H. Peter; Luati, Alessandra; and Maheu, John
(2014)
CFE network: the annals of computational and financial econometrics.
Computational Statistics and Data Analysis, 76.
pp. 1-3.
ISSN 0167-9473
| Item Type | Article |
|---|---|
| Departments | Statistics |
| DOI | 10.1016/j.csda.2014.04.006 |
| Date Deposited | 12 Jun 2014 16:26 |
| URI | https://researchonline.lse.ac.uk/id/eprint/57044 |
Explore Further
- Kontoghiorghes, Erricos J.
- Van Dijk, Herman K.
- Belsley, David A.
- Bollerslev, Tim
- Diebold, Francis X.
- Dufour, Jean-Marie
- Engle, Robert F.
- Harvey, Andrew
- Koopman, Siem Jan
- Pesaran, Hashem
- Phillips, Peter C.B.
- Smith, Richard J.
- West, Mike
- Yao, Qiwei
- Amendola, Alessandra
- Billio, Monica
- Chen, Cathy W.S.
- Chiarella, Carl
- Colubi, Ana
- Deistler, Manfred
- Francq, Christian
- Hallin, Marc
- Jacquier, Eric
- Judd, Kenneth
- Koop, Gary
- Lütkepohl, Helmut
- MacKinnon, James G.
- Mittnik, Stefan
- Omori, Yasuhiro
- Pollock, D.S.G.
- Proietti, Tommaso
- Rombouts, Jeroen V.K.
- Scaillet, Olivier
- Semmler, Willi
- So, Mike K.P.
- Steel, Mark
- Taylor, Robert
- Tzavalis, Elias
- Zakoian, Jean-Michel
- Boswijk, H. Peter
- Luati, Alessandra
- Maheu, John
ORCID: https://orcid.org/0000-0003-2065-8486