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

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

doi:10.1016/j.csda.2014.04.006

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

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

Cyprus University of Technology
Queen Mary University of London
Erasmus Universiteit Rotterdam
Boston College
Duke University
University of Pennsylvania
McGill University
New York University
University of Cambridge
Vrije Universiteit Amsterdam
Yale University
University of Auckland
Singapore Management University
University of Southampton
School of Economics
University of Salerno
Ca’ Foscari University
Feng Chia University
University of Technology Sydney
University of Oviedo
Vienna University of Technology
ENSAE
Université Libre de Bruxelles
Boston University School of Management
Stanford University
University of Strathclyde
Free University of Berlin
Queen's University
Universität München
University of Tokyo
University of Leicester
University of Rome “Tor Vergata”
ESSEC Business School
University of Geneva
New School for Social Research
The Hong Kong University of Science and Technology
University of Warwick
University of Essex
Athens Univ. of Econ. and Business
University of Amsterdam
University of Bologna
McMaster University

Research output: Contribution to journal › Editorial

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

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10.1016/j.csda.2014.04.006

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Kontoghiorghes, E. J., Van Dijk, H. K., Belsley, D. A., Bollerslev, T., Diebold, F. X., Dufour, J. M., Engle, R., Harvey, A., Koopman, S. J., Pesaran, H., Phillips, P. C. B., Smith, R. J., West, M., Yao, Q., Amendola, A., Billio, M., Chen, C. W. S., Chiarella, C., Colubi, A., ... Maheu, J. (2014). CFEnetwork: The Annals of computational and financial econometrics: 2nd issue. Computational Statistics and Data Analysis, 76, 1-3. https://doi.org/10.1016/j.csda.2014.04.006

@article{4cb9b0b0b24d407f9aa8985e8a17be8a,

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

author = "Kontoghiorghes, \{Erricos J.\} and \{Van Dijk\}, \{Herman K.\} and Belsley, \{David A.\} and Tim Bollerslev and Diebold, \{Francis X.\} and Dufour, \{Jean Marie\} and Robert Engle and Andrew Harvey and Koopman, \{Siem Jan\} and Hashem Pesaran and Phillips, \{Peter C.B.\} and Smith, \{Richard J.\} and Mike West and Qiwei Yao and Alessandra Amendola and Monica Billio and Chen, \{Cathy W.S.\} and Carl Chiarella and Ana Colubi and Manfred Deistler and Christian Francq and Marc Hallin and Eric Jacquier and Kenneth Judd and Gary Koop and Helmut L{\"u}tkepohl and MacKinnon, \{James G.\} and Stefan Mittnik and Yasuhiro Omori and Pollock, \{D. S.G.\} and Tommaso Proietti and Rombouts, \{Jeroen V.K.\} and Olivier Scaillet and Willi Semmler and So, \{Mike K.P.\} and Mark Steel and Robert Taylor and Elias Tzavalis and Zakoian, \{Jean Michel\} and \{Peter Boswijk\}, H. and Alessandra Luati and John Maheu",

year = "2014",

month = jan,

day = "1",

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

language = "English",

volume = "76",

pages = "1--3",

journal = "Computational Statistics and Data Analysis",

issn = "0167-9473",

}

Kontoghiorghes, EJ, Van Dijk, HK, Belsley, DA, Bollerslev, T, Diebold, FX, Dufour, JM, Engle, R, Harvey, A, Koopman, SJ, Pesaran, H, Phillips, PCB, Smith, RJ, 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, Lütkepohl, H, MacKinnon, JG, Mittnik, S, Omori, Y, Pollock, DSG, Proietti, T, Rombouts, JVK, Scaillet, O, Semmler, W, So, MKP, Steel, M, Taylor, R, Tzavalis, E, Zakoian, JM, Peter Boswijk, H, Luati, A & Maheu, J 2014, 'CFEnetwork: The Annals of computational and financial econometrics: 2nd issue', Computational Statistics and Data Analysis, vol. 76, pp. 1-3. https://doi.org/10.1016/j.csda.2014.04.006

TY - JOUR

T1 - CFEnetwork

T2 - The Annals of computational and financial econometrics: 2nd issue

AU - Kontoghiorghes, Erricos J.

AU - Van Dijk, Herman K.

AU - Belsley, David A.

AU - Bollerslev, Tim

AU - Diebold, Francis X.

AU - Dufour, Jean Marie

AU - Engle, Robert

AU - Harvey, Andrew

AU - Koopman, Siem Jan

AU - Pesaran, Hashem

AU - Phillips, Peter C.B.

AU - Smith, Richard J.

AU - West, Mike

AU - Yao, Qiwei

AU - Amendola, Alessandra

AU - Billio, Monica

AU - Chen, Cathy W.S.

AU - Chiarella, Carl

AU - Colubi, Ana

AU - Deistler, Manfred

AU - Francq, Christian

AU - Hallin, Marc

AU - Jacquier, Eric

AU - Judd, Kenneth

AU - Koop, Gary

AU - Lütkepohl, Helmut

AU - MacKinnon, James G.

AU - Mittnik, Stefan

AU - Omori, Yasuhiro

AU - Pollock, D. S.G.

AU - Proietti, Tommaso

AU - Rombouts, Jeroen V.K.

AU - Scaillet, Olivier

AU - Semmler, Willi

AU - So, Mike K.P.

AU - Steel, Mark

AU - Taylor, Robert

AU - Tzavalis, Elias

AU - Zakoian, Jean Michel

AU - Peter Boswijk, H.

AU - Luati, Alessandra

AU - Maheu, John

PY - 2014/1/1

Y1 - 2014/1/1

UR - https://www.scopus.com/pages/publications/84901451542

U2 - 10.1016/j.csda.2014.04.006

DO - 10.1016/j.csda.2014.04.006

M3 - Editorial

AN - SCOPUS:84901451542

SN - 0167-9473

VL - 76

SP - 1

EP - 3

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

ER -

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

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