CFEnetwork: The Annals of computational and financial econometrics: 2nd issue

EJ Kontoghiorghes; Herman van Dijk; D Belsley; T Bollerslev; FX Diebold; JM Dufour; R Engle; AC Harvey; SJ Koopman; MH Pesaran; PCB Philips; R Smith; M West; Q Yao; A Amendola; M Billio; CWS Chen; C Chiarella; A Colubi; M Deistler; C Francq; M Hallin; E Jacquier; K Judd; G Koop; H Lutkepol; JG Mackinnon; S Mittnik; Y Omori; I Pollock; T Proietti; JVK Rombouts; O Scaillet; W Semmler; MKP So; J Steel; RN Taylor; E Tzavalis; JM Zakoian; HP Boswijk; A Luati; J Maheu

doi:10.1016/j.csda.2014.04.006

CFEnetwork: The Annals of computational and financial econometrics: 2nd issue

EJ Kontoghiorghes, Herman van Dijk, D Belsley, T Bollerslev, FX Diebold, JM Dufour, R Engle, AC Harvey, SJ Koopman, MH Pesaran, PCB Philips, R Smith, M West, Q Yao, A Amendola, M Billio, CWS Chen, C Chiarella, A Colubi, M DeistlerC Francq, M Hallin, E Jacquier, K Judd, G Koop, H Lutkepol, JG Mackinnon, S Mittnik, Y Omori, I Pollock, T Proietti, JVK Rombouts, O Scaillet, W Semmler, MKP So, J Steel, RN Taylor, E Tzavalis, JM Zakoian, HP Boswijk, A Luati, J Maheu

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	1-3
Number of pages	3
Journal	Computational Statistics & Data Analysis
Volume	76
DOIs	https://doi.org/10.1016/j.csda.2014.04.006
Publication status	Published - 2014

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10.1016/j.csda.2014.04.006

http://hdl.handle.net/1765/53379

Cite this

Kontoghiorghes, EJ., van Dijk, H., Belsley, D., Bollerslev, T., Diebold, FX., Dufour, JM., Engle, R., Harvey, AC., Koopman, SJ., Pesaran, MH., Philips, PCB., Smith, R., West, M., Yao, Q., Amendola, A., Billio, M., Chen, CWS., Chiarella, C., Colubi, A., ... Maheu, J. (2014). CFEnetwork: The Annals of computational and financial econometrics: 2nd issue. Computational Statistics & Data Analysis, 76, 1-3. https://doi.org/10.1016/j.csda.2014.04.006

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title = "CFEnetwork: The Annals of computational and financial econometrics: 2nd issue",

author = "EJ Kontoghiorghes and {van Dijk}, Herman and D Belsley and T Bollerslev and FX Diebold and JM Dufour and R Engle and AC Harvey and SJ Koopman and MH Pesaran and PCB Philips and R Smith and M West and Q Yao and A Amendola and M Billio and CWS Chen and C Chiarella and A Colubi and M Deistler and C Francq and M Hallin and E Jacquier and K Judd and G Koop and H Lutkepol and JG Mackinnon and S Mittnik and Y Omori and I Pollock and T Proietti and JVK Rombouts and O Scaillet and W Semmler and MKP So and J Steel and RN Taylor and E Tzavalis and JM Zakoian and HP Boswijk and A Luati and J Maheu",

year = "2014",

doi = "10.1016/j.csda.2014.04.006",

language = "English",

volume = "76",

pages = "1--3",

journal = "Computational Statistics & Data Analysis",

issn = "0167-9473",

publisher = "Elsevier",

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Kontoghiorghes, EJ, van Dijk, H, Belsley, D, Bollerslev, T, Diebold, FX, Dufour, JM, Engle, R, Harvey, AC, Koopman, SJ, Pesaran, MH, Philips, PCB, Smith, R, West, M, Yao, Q, Amendola, A, Billio, M, Chen, CWS, Chiarella, C, Colubi, A, Deistler, M, Francq, C, Hallin, M, Jacquier, E, Judd, K, Koop, G, Lutkepol, H, Mackinnon, JG, Mittnik, S, Omori, Y, Pollock, I, Proietti, T, Rombouts, JVK, Scaillet, O, Semmler, W, So, MKP, Steel, J, Taylor, RN, Tzavalis, E, Zakoian, JM, Boswijk, HP, Luati, A & Maheu, J 2014, 'CFEnetwork: The Annals of computational and financial econometrics: 2nd issue', Computational Statistics & Data Analysis, vol. 76, pp. 1-3. https://doi.org/10.1016/j.csda.2014.04.006

TY - JOUR

T1 - CFEnetwork: The Annals of computational and financial econometrics: 2nd issue

AU - Kontoghiorghes, EJ

AU - van Dijk, Herman

AU - Belsley, D

AU - Bollerslev, T

AU - Diebold, FX

AU - Dufour, JM

AU - Engle, R

AU - Harvey, AC

AU - Koopman, SJ

AU - Pesaran, MH

AU - Philips, PCB

AU - Smith, R

AU - West, M

AU - Yao, Q

AU - Amendola, A

AU - Billio, M

AU - Chen, CWS

AU - Chiarella, C

AU - Colubi, A

AU - Deistler, M

AU - Francq, C

AU - Hallin, M

AU - Jacquier, E

AU - Judd, K

AU - Koop, G

AU - Lutkepol, H

AU - Mackinnon, JG

AU - Mittnik, S

AU - Omori, Y

AU - Pollock, I

AU - Proietti, T

AU - Rombouts, JVK

AU - Scaillet, O

AU - Semmler, W

AU - So, MKP

AU - Steel, J

AU - Taylor, RN

AU - Tzavalis, E

AU - Zakoian, JM

AU - Boswijk, HP

AU - Luati, A

AU - Maheu, J

PY - 2014

Y1 - 2014

U2 - 10.1016/j.csda.2014.04.006

DO - 10.1016/j.csda.2014.04.006

M3 - Article

SN - 0167-9473

VL - 76

SP - 1

EP - 3

JO - Computational Statistics & Data Analysis

JF - Computational Statistics & Data Analysis

ER -