Computational Methods in Financial Engineering: Essays in Honour of Manfred Gilli von Kontoghiorghes, Erricos J, Rustem, Berç, Winker, Peter

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An efficient branch-and-bound strategy for subset vector autoregressive model selection von Gatu, Cristian, Kontoghiorghes, Erricos J., Gilli, Manfred, Winker, Peter

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Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process von Gatu, Cristian, Kontoghiorghes, Erricos J.

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Estimating seemingly unrelated regression models with vector autoregressive disturbances von Foschi, Paolo, Kontoghiorghes, Erricos J.

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Parallel Strategies for Rank- k Updating of the QR Decomposition von Kontoghiorghes, Erricos J.

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Estimation of VAR Models Computational Aspects von Foschi, Paolo, Kontoghiorghes, Erricos John

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CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue von 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, 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, Luati, Alessandra, Maheu, John

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Computationally efficient methods for solving SURE models von KONTOGHIORGHES, Erricos J, FOSCHI, Paolo

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Parallel Strategies for Solving SURE Models with Variance Inequalities and Positivity of Correlations Constraints von Kontoghiorghes, Erricos John

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Inconsistencies in SURE Models: Computational Aspects von Kontoghiorghes, Erricos John

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Graph-Based Strategies for Performing the Exhaustive and Random [kappa]-Fold Cross-Validations von Yanev, Petko I, Kontoghiorghes, Erricos J

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Computing 3SLS Solutions of Simultaneous Equation Models with a Possible Singular Variance-Covariance Matrix von Kontoghiorghes, Erricos John, Dinenis, Elias

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Parallel algorithms for downdating the least squares estimator of the regression model von Yanev, Petko I., Kontoghiorghes, Erricos J.

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A computationally efficient method for solving sur models with orthogonal regressors: Tenth special issue (Part 1) on linear algebra and statistics von FOSCHI, Paolo, KONTOGHIORGHES, Erricos J

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Seemingly unrelated regression model with unequal size observations: computational aspects von Foschi, Paolo, Kontoghiorghes, Erricos J.

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A comparative study of algorithms for solving seemingly unrelated regressions models von Foschi, Paolo, Belsley, David A., Kontoghiorghes, Erricos J.

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A numerical method for the estimation of time-varying parameter models in large dimensions von Hadjiantoni, Stella, Kontoghiorghes, Erricos J

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Extensions of linear regression models based on set arithmetic for interval data von Blanco-Fernández, Angela, García-Bárzana, Marta, Colubi, Ana, Kontoghiorghes, Erricos J

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NEW PARALLEL STRATEGIES FOR BLOCK UPDATING THE QR DECOMPOSITION von KONTOGHIORGHES, ERRICOS J.

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A Banking Firm Model: The Role of Market, Liquidity and Credit Risks von González-Hermosillo, Brenda, Li, Jenny X.

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