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Studies in Nonlinear Dynamics & Econometrics

Ed. by Mizrach, Bruce


IMPACT FACTOR increased in 2015: 0.517
5-year IMPACT FACTOR: 0.628

SCImago Journal Rank (SJR) 2015: 0.426
Source Normalized Impact per Paper (SNIP) 2015: 0.546
Impact per Publication (IPP) 2015: 0.419

Mathematical Citation Quotient (MCQ) 2015: 0.01

    99,00 € / $149.00 / £75.00*

    Online
    ISSN
    1558-3708
    See all formats and pricing
    
 
 


    Select Volume and Issue

    Issues

    Overview

    Your benefits:
    • Theoretical and applied studies that characterize and motivate nonlinear phenomena
    • State-of the-art research results that increase understanding of economic and financial markets
    • Novel tools that allow replication of empirical results
    • High quality peer-review
    • International and renowned editorial board

    Aims and Scope

    Objective
    A peer-reviewed journal since 1996, Studies in Nonlinear Dynamics & Econometrics (SNDE) is at the forefront of statistical and theoretical approaches to economics. The journal studies ways in which econometrics and dynamical systems theory increase our understanding of economic and financial markets. The journal disseminates authors' algorithms, programs, and data sets, allowing other scholars to replicate empirical results. Authors include econometricians such as Clive Granger, James Hamilton, and Halbert White, and theorists Jess Benhabib, Alan Kirman, and Kazuo Nishimura.

    Best Paper Award
    Starting in 2015 and continuing annually, the Society will award $2,500 to the best paper published in the Society’s journal: Studies in Nonlinear Dynamics and Econometrics.

    The second annual award was announced at the Society’s 2016 symposium held at the University of Alabama in Tuscaloosa. Congratulations to Markus Jochmann of the Newcastle University Business School and Gary Koop of the University of Strathclyde for being this year's winners. Click here to view their paper “Regime-switching cointegration”

    Topics
    • Probability
    • Statistics
    • Macroeconomics
    • Finance
    • Forecasting
    • Econometrics

    Article formats
    Research articles

    >Information on submission process

    Details

    Language:
    English
    Type of Publication:
    Journal
    Readership:
    Researchers and professionals in the field of econometrics, economic and financial markets

    Submission of Manuscripts

    Instructions for Authors

    Submission
    You can easily submit your manuscript online. Simply go to...
    http://mc.manuscriptcentral.com/dgsnde
    ...and you will be guided through the whole peer-reviewing and publishing process.

    Your benefits of publishing with us
    • Rapid online publication ahead-of-print with short turnaround times
    • The Best Paper Award starting from 2015
    • High quality manuscript processing through ScholarOne Manuscripts™
    • Optional open access publication
    • Accepted papers will be published online first as DOI-citable, forward-linked articles for quickest possible visibility for the scientific community
    • Every article easily discoverable because of SEO and comprehensive abstracting and indexing services
    • Convenient citation tracking via e-mail alert
    • Secure archiving by De Gruyter and the independent archiving service Portico
    • Professional sales and marketing support
    Submission process
    • Submission of your paper via our submission management tool
    • Peer review process (you will be guided through every step)
    • If accepted: you have the option to publish it open access
    • Publication online and in print
    Please note
    • Manuscripts must be written in clear and concise English
    • Before submitting your article please have a look our copyright agreement
    • Once your article is accepted you have the option to publish it open access
    • Our repository policy allows you to distribute 30 PDF copies of your published article to colleagues (the PDF has to include the information that it is an author's copy). Please also feel free to distribute the link to the online abstract
    • If you have any general questions please visit our FAQ page for authors

    We look forward to receiving your manuscript!

    More ...

    History

    Content available since 1996 (Volume 1, Issue 1)

    Abstracting & Indexing

    Studies in Nonlinear Dynamics & Econometrics is covered by the following services:

    • Baidu Scholar
    • Cabell's Directory
    • Celdes
    • CNKI Scholar (China National Knowledge Infrastructure)
    • CNPIEC
    • Current Index to Statistics
    • De Gruyter - IBR (International Bibliography of Reviews of Scholarly Literature in the Humanities and Social Sciences)
    • De Gruyter - IBZ (International Bibliography of Periodical Literature in the Humanities and Social Sciences)
    • EBSCO (relevant databases)
    • EBSCO Discovery Service
    • ECONIS
    • EconLit
    • Elsevier - SCOPUS
    • ERIH PLUS (European Reference Index for the Humanities and Social Sciences)
    • Genamics JournalSeek
    • Google Scholar
    • ICAP Alcohol Information Databases
    • J-Gate
    • JournalTOCs
    • Mathematical Reviews (MathSciNet)
    • Naviga (Softweco)
    • Primo Central (ExLibris)
    • ProQuest (relevant databases)
    • ReadCube
    • Research Papers in Economics (RePEc)
    • ResearchGate
    • SCImago (SJR)
    • Sherpa/RoMEO
    • Summon (Serials Solutions/ProQuest)
    • TDOne (TDNet)
    • Thomson Reuters - Current Contents/Social and Behavioral Sciences
    • Thomson Reuters - Journal Citation Reports/Social Sciences Edition
    • Thomson Reuters - Social Sciences Citation Index
    • Ulrich's Periodicals Directory/ulrichsweb
    • WorldCat (OCLC)
    • Zentralblatt Math (zbMATH)

    Editorial Information

    Editor-in-Chief
    Bruce Mizrach,
 Rutgers University

    Associate Editors


    Heather Anderson, 
Monash University
    Robert A. Becker,
 Indiana University
    Francesco Ravazzolo, 
University of Bolzano
    Yoosoon Chang, 
Indiana University
    Robert de Jong, 
Ohio State University
    Cees Diks,
 CeNDEF, U. of Amsterdam
    Alvaro Escribano, 
Universidad Carlos III de Madrid
    Giancarlo Gandolfo, 
CIDEI, Universitá di Roma "La Sapienza"
    René Garcia,
 EDHEC Business School
    Ramazan Gençay,
 Simon Fraser University
    Massimo Guidolin, 
Bocconi University
    Christian Hafner,
 Université catholique de Louvain
    Gary Koop,
 University of Strathclyde
    Tae-Hwy Lee, 
University of California-Riverside
    Vance Martin,
 University of Melbourne
    Stefan Mittnik,
 University of Munich
    James Morley,
 University of New South Wales
    Kazuo Nishimura, 
Kyoto University
    Valentyn Panchenko, University of New South Wales
    Jeremy Piger,
 University of Oregon
    Philip Rothman, 
East Carolina University
    Martin Sola,
 Birkbeck College
    Gerhard Sorger, 
University of Vienna
    Ruey Tsay, 
University of Chicago
    Dick van Dijk, 
Erasmus University
    Anastasios Xepapadeas,
 Athens University of Economics and Business

    Advisory Panel


    Jess Benhabib, 
New York University
    William A. Brock,
 University of Wisconsin-Madison
    Jean-Michel Grandmont, 
CREST-CNRS
    James D. Hamilton,
 University of California-San Diego
    Jose Scheinkman, 
Princeton University

    Comments (15)

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    • We are still waiting for the new release of updates to the data flow to finish - uploading unfortunately is taking a while... So please bear with us a little bit longer! Thanks so much!

      posted by: De Gruyter Online on 2012-02-03 01:46 PM (Europe/Berlin)

    • Great

      posted by: yu-hsi chou on 2012-02-13 08:15 AM (Europe/Berlin)

    • This problem turns out to be particularly stubborn. Please be assured, we are running after the cause of the issue and haven't forgotten this! Sorry again!

      posted by: De Gruyter Online on 2012-02-13 06:26 PM (Europe/Berlin)

    • Hi I'm looking for the MS GARCH code could you please give me a working link many thanks

      posted by: emilie guerin on 2012-03-27 10:49 AM (Europe/Berlin)

    • Hello, we're really sorry: there are some problems with the supplement material. We're already working on it and we hope to have fixed it asap. Thank you for your patience!

      posted by: De Gruyter Online on 2012-03-27 05:17 PM (Europe/Berlin)

    • Is there any chance for the code to be uploaded anytime in the near future? This has been an issue for quite a few months now.

      posted by: Sara Nana on 2012-05-08 01:33 PM (Europe/Berlin)

    • We are very sorry the code still is not uploaded. Please be assured that we are doing our best to get the bug fixed! We apologize that it takes so long - thank you very much for you patience!

      posted by: De Gruyter Online on 2012-05-08 03:49 PM (Europe/Berlin)

    • Hi. I am still looking for an upload of this code. Could you just upload a rough copy if it is too much trouble?

      posted by: Leo Zhao on 2012-06-04 09:39 PM (Europe/Berlin)

    • Any new updates?

      posted by: Leo Zhao on 2012-07-17 09:23 PM (Europe/Berlin)

    • Thank you for your patience. We have actually uploaded all supplemental article materials. If there is still some material missing please let us know the number of the issue and the article.

      posted by: De Gruyter Online on 2012-07-19 03:23 PM (Europe/Berlin)

    • Why do not you publish the code and data replication?

      posted by: MA on 2012-12-04 01:39 AM (Europe/Berlin)

    • The code and data for the issue Dec 2012 is missing. Will you upload them?

      posted by: Joe Dankin on 2013-02-24 11:18 PM (Europe/Berlin)

    • Thank you for your interest. We have forwarded your question to the editorial adn the production department.

      posted by: De Gruyter Online on 2013-02-26 05:34 PM (Europe/Berlin)

    • why I con not download code for paper<Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market _ Studies in Nonlinear Dynamics & Econometrics>

      posted by: wang puihui on 2016-06-25 01:33 PM (Europe/Berlin)

    • Dear wang puihui, we have forwarded your request to our Customer Service. They will get back to you as soon as possible.

      posted by: De Gruyter Online on 2016-06-27 09:07 AM (Europe/Berlin)