CFEnetwork: The Annals of Computational and Financial Econometrics

✍ Scribed by Kontoghiorghes, Erricos J.; Van Dijk, Herman K.; Belsley, David A.; Bollerslev, Tim; Diebold, Francis X.; Dufour, Jean-Marie; Engle, Robert; 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

• Book ID: 124144977
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 297 KB
• Volume: 76
• Category: Article
• ISSN: 0167-9473
• DOI: 10.1016/j.csda.2014.04.006