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 DeistlerChristian 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

Tinbergen Institute

Research output: Contribution to Journal › Editorial › Academic › peer-review

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

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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

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 ; Peter Boswijk, H. ; Luati, Alessandra ; Maheu, John. / CFEnetwork : The Annals of computational and financial econometrics: 2nd issue. In: Computational Statistics and Data Analysis. 2014 ; Vol. 76. pp. 1-3.

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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",

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journal = "Computational Statistics and Data Analysis",

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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

CFEnetwork : The Annals of computational and financial econometrics: 2nd issue. / 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; Peter Boswijk, H.; Luati, Alessandra; Maheu, John.

In: Computational Statistics and Data Analysis, Vol. 76, 01.01.2014, p. 1-3.

Research output: Contribution to Journal › Editorial › Academic › peer-review

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

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DO - 10.1016/j.csda.2014.04.006

M3 - Editorial

AN - SCOPUS:84901451542

VL - 76

SP - 1

EP - 3

JO - Computational Statistics and Data Analysis

JF - Computational Statistics and Data Analysis

SN - 0167-9473

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