H. Peter Boswijk

According to our database, H. Peter Boswijk authored at least 3 papers between 2007 and 2016.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of five.

2016

Special issue on Time Series Econometrics.

H. Peter Boswijk, Christian Francq, Marc Hallin, Robert Taylor

Comput. Stat. Data Anal., 2016

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, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu

Comput. Stat. Data Anal., 2014

2007

Absorption of shocks in nonlinear autoregressive models.

Dick van Dijk, Philip Hans Franses, H. Peter Boswijk

Comput. Stat. Data Anal., 2007