authors
- 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 CB
- Smith, Richard J
- West, Mike
- Yao, Qiwei
- Amendola, Alessandra
- Billio, Monica
- Chen, Cathy WS
- 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, DSG
- Proietti, Tommaso
- Rombouts, Jeroen VK
- Scaillet, Olivier
- Semmler, Willi
- So, Mike KP
- Steel, Mark
- Taylor, Robert
- Tzavalis, Elias
- Zakoian, Jean-Michel
- Boswijk, H Peter
- Luati, Alessandra
- Maheu, John