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Kontoghiorghes, E.J., van Dijk, H.K., Belsley, D., Bollerslev, T., Diebold, F.X., Dufour, J.M., Engle, R. and Harvey, A.C. (2014). CFEnetwork: The Annals of computational and financial econometrics: 2nd issue Computational Statistics and Data Analysis, 76:1--3.


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    Computational Statistics and Data Analysis