CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.
Erricos John KontoghiorghesHerman K. van DijkDavid A. BelsleyTim BollerslevFrancis X. DieboldJean-Marie DufourRobert F. EngleAndrew HarveySiem Jan KoopmanHashem PesaranPeter C. B. PhillipsRichard J. SmithMike WestQiwei YaoAlessandra AmendolaMonica BillioCathy W. S. ChenCarl ChiarellaAna ColubiManfred DeistlerChristian FrancqMarc HallinEric JacquierKenneth JuddGary KoopHelmut LütkepohlJames G. MacKinnonStefan MittnikYasuhiro OmoriD. S. G. PollockTommaso ProiettiJeroen V. K. RomboutsOlivier ScailletWilli SemmlerMike K. P. SoMark F. J. SteelRobert TaylorElias TzavalisJean-Michel ZakoianH. Peter BoswijkAlessandra LuatiJohn M. MaheuPublished in: Comput. Stat. Data Anal. (2014)