Publication
CFEnetwork: The Annals of Computational and Financial Econometrics
Erricos J. Kontoghiorghes, Herman K. Van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C.B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W.S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D.S.G. Pollock, Tommaso Proietti, Jeroen V.K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K.P. So, Mark Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John Maheu
Computational Statistics & Data Analysis, August 2014, Elsevier
DOI: 10.1016/j.csda.2014.04.006