4th CSDA International Conference on
Computational and Financial Econometrics (CFE'10)
10-12 December 2010, Senate House, University of London, UK


CSDA Annals of Computational and Financial Econometrics



The Annals of Computational and Financial Econometrics is published as a supplement to the journal of Computational Statistics & Data Analysis to serve as an outlet for distinguished research papers in computational econometrics and financial econometrics. Authors submitting a paper to CSDA may request that it be considered for inclusion in the Annals. The high standards of the Annals will make it a valuable resource for econometric research. Each issue will be edited by several Guest Editors and Associated Editors who will be responsible, together with the CSDA Co-Editors, for the selection of the papers.


CSDA Annals of CFE Managing Editors: D.A. Belsley, E.J. Kontoghiorghes and H.K. Van Dijk


CSDA Annals of CFE Guest Editors: Luc Bauwens, Siem Jan Koopman, Oliver Linton and Michael McAleer.


Annals Guest Associate Editors: Alessandra Amendola, Cathy W.S. Chen, Russell Davidson, Pierre Duchesne, A.-M. Fuertes, Marc Paolella, D.S.G. Pollock, Esther Ruiz, Richard Paap, Tommaso Proietti, Peter Winker, Philip L. H. Yu, Achim Zeileis.