Ed. by Mizrach, Bruce
5 Issues per year
IMPACT FACTOR 2011: 0.405
5-year IMPACT FACTOR: 0.739
Issues
Volume 17 (2013)
Volume 16 (2012)
Volume 15 (2011)
Volume 14 (2010)
Volume 13 (2009)
Volume 12 (2008)
Volume 11 (2007)
Volume 10 (2006)
Volume 9 (2005)
Volume 8 (2004)
Volume 7 (2003)
Volume 6 (2003)
Volume 5 (2002)
Volume 4 (2001)
Volume 3 (1999)
Volume 2 (1998)
Volume 1 (1997)
Most Downloaded Articles
- The Fiscal Cost of Financial Instability by Chiarella, Carl and Di Guilmi, Corrado
- Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations by Lines, Marji and Westerhoff, Frank
- A New Forecasting Model for USD/CNY Exchange Rate by Cai, Zongwu/ Chen, Linna and Fang, Ying
- A Nonlinear Filtering Algorithm based on Wavelet Transforms for High-Frequency Financial Data Analysis by Meinl, Thomas and Sun, Edward W.
- Forecasting Stock Market Volatility with Regime-Switching GARCH Models by Marcucci, Juri
Issue 2 (Jun 2004)
Linear and Nonlinear Dynamics in Time Series Estella Bee Dagum and Tommaso Proietti, Editors
Article
Analyzing Financial Time Series through Robust Estimators
Published Online: 05/18/2004
Clusters of Extreme Observations and Extremal Index Estimate in GARCH Processes
Published Online: 05/18/2004
Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers
Published Online: 05/18/2004
MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model
Published Online: 05/18/2004
GARCH-type Models with Generalized Secant Hyperbolic Innovations
Published Online: 05/18/2004
Constructing Non-linear Gaussian Time Series by Means of a Simplified State Space Representation
Published Online: 05/18/2004
Statistical Tests for Lyapunov Exponents of Deterministic Systems
Published Online: 05/18/2004
Assessing Chaos in Time Series: Statistical Aspects and Perspectives
Published Online: 05/18/2004
On the Stationarity of First-order Nonlinear Time Series Models: Some Developments
Published Online: 05/18/2004
Experimental Design for Time-Dependent Models with Correlated Observations
Published Online: 05/18/2004
Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation
Published Online: 05/18/2004
Stability and Consistency of Seasonally Adjusted Aggregates and Their Component Patterns
Published Online: 05/18/2004
Relationship between Local and Global Nonparametric Estimators Measures of Fitting and Smoothing
Published Online: 05/18/2004
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