Special Issue on Nonlinear Modelling and Financial Econometrics. - Alessandra Amendola; Christian Francq; Siem Jan Koopman (Comput. Stat. Data Anal., 2006)

Forecasting daily time series using periodic unobserved components time series models. - Siem Jan Koopman; Marius Ooms (Comput. Stat. Data Anal., 2006)

Exact maximum likelihood estimation for non-stationary periodic time series models. - Irma Hindrayanto; Siem Jan Koopman; Marius Ooms (Comput. Stat. Data Anal., 2010)

The Annals of Computational and Financial Econometrics, first issue. - David A. Belsley; Erricos John Kontoghiorghes; Herman K. van Dijk; Luc Bauwens; Siem Jan Koopman; Michael McAleer; Alessandra Amendola; Monica Billio; Christophe Croux; Cathy W. S. Chen; Russell Davidson; Pierre Duchesne; et al. (Comput. Stat. Data Anal., 2012)

Dynamic factors in periodic time-varying regressions with an application to hourly electricity load modelling. - Virginie Dordonnat; Siem Jan Koopman; Marius Ooms (Comput. Stat. Data Anal., 2012)

Long memory with stochastic variance model: A recursive analysis for US inflation. - Charles S. Bos; Siem Jan Koopman; Marius Ooms (Comput. Stat. Data Anal., 2014)

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. - Erricos John Kontoghiorghes; Herman K. van Dijk; David A. Belsley; Tim Bollerslev; Francis X. Diebold; Jean-Marie Dufour; Robert F. Engle; Andrew Harvey; Siem Jan Koopman; Hashem Pesaran; Peter C. B. Phillips; Richard J. Smith; et al. (Comput. Stat. Data Anal., 2014)