Special Issue on Nonlinear Modelling and Financial Econometrics

Alessandra Amendola, Christian Francq () and Siem Jan Koopman
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Alessandra Amendola: Laboratory of Cell Biology - National Institute for Infectious Diseases IRCCS 'L. Spallanzani'
Christian Francq: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - Groupe ENSAE-ENSAI - Groupe des Écoles Nationales d'Économie et Statistique - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - Groupe ENSAE-ENSAI - Groupe des Écoles Nationales d'Économie et Statistique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique, IP Paris - Institut Polytechnique de Paris
Siem Jan Koopman: CREATES - Center for Research in Econometric Analysis of Time Series, Department of Econometrics [Amsterdam] - UvA - Universiteit van Amsterdam = University of Amsterdam, Tinbergen Institute, Rotterdam

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Date: 2006-12
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Published in Computational Statistics and Data Analysis, 51 (4), pp.2115-2117, 2006, ⟨10.1016/J.CSDA.2006.09.022⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-05431350

DOI: 10.1016/J.CSDA.2006.09.022

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