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Studies in Nonlinear Dynamics & Econometrics
Ed. by Mizrach, Bruce
5 Issues per year
IMPACT FACTOR 2017: 0.855
CiteScore 2017: 0.76
SCImago Journal Rank (SJR) 2017: 0.668
Source Normalized Impact per Paper (SNIP) 2017: 0.894
Mathematical Citation Quotient (MCQ) 2017: 0.02
- Online
- ISSN
- 1558-3708
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- Forecasting Stock Market Volatility with Regime-Switching GARCH Models by Marcucci, Juri
- Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean? by Kristensen, Johannes Tang
- Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship by Arčabić, Vladimir/ Tica, Josip/ Lee, Junsoo and Sonora, Robert J.
- Regime-switching cointegration by Jochmann, Markus and Koop, Gary
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials by Cuestas, Juan Carlos and Gil-Alana, Luis Alberiko
- Are US real house prices stationary? New evidence from univariate and panel data by Zhang, Jing/ de Jong, Robert and Haurin, Donald
- Testing cointegration in quantile regressions with an application to the term structure of interest rates by Kuriyama, Nina
- Frontmatter
- State-dependent effects of fiscal policy by Fazzari, Steven M./ Morley, James and Panovska, Irina
- Frontmatter
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns by Haas, Markus and Liu, Ji-Chun
- Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach by Atanasova, Christina
- Herd behavior, bubbles and social interactions in financial markets by Chang, Sheng-Kai
- Using transfer entropy to measure information flows between financial markets by Dimpfl, Thomas and Peter, Franziska Julia
- Time-varying fiscal policy in the US by Pereira, Manuel Coutinho and Lopes, Artur Silva
- Breaks, trends and unit roots in commodity prices: a robust investigation by Ghoshray, Atanu/ Kejriwal, Mohitosh and Wohar, Mark
- Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data by Beck, Alexander/ Kim, Young Shin Aaron/ Rachev, Svetlozar/ Feindt, Michael and Fabozzi, Frank
- Assessing the quality of volatility estimators via option pricing by Sanfelici, Simona and Uboldi, Adamo
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Issues
Volume 22 (2018)
Volume 21 (2017)
Volume 20 (2016)
Volume 19 (2015)
Volume 18 (2014)
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)
Volume 8, Issue 3 (Sep 2004)
Article
The Long Memory of the Efficient Market
Lillo, Fabrizio / Farmer, J. Doyne
Published Online: 09/16/2004
Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.
Dolado, Juan / Pedrero, Ramón María-Dolores / Ruge-Murcia, Francisco J.
Published Online: 09/16/2004
Neural Tests for Conditional Heteroskedasticity in ARCH-M Models
de Peretti, Christian / Siani, Carole
Published Online: 09/16/2004
Household Income Dynamics in Two Transition Economies
Lokshin, Michael / Ravallion, Martin
Published Online: 09/16/2004
Working Time and Employment Under Uncertainty
Chen, Yu-Fu / Funke, Michael
Published Online: 09/16/2004
A Nonparametric Dimension Test of the Term Structure
Gil-Bazo, Javier / Rubio, Gonzalo
Published Online: 09/16/2004
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