Show Summary Details
Studies in Nonlinear Dynamics & Econometrics
Ed. by Mizrach, Bruce
5 Issues per year
IMPACT FACTOR 2016: 0.649
CiteScore 2016: 0.63
SCImago Journal Rank (SJR) 2016: 0.546
Source Normalized Impact per Paper (SNIP) 2016: 0.793
Mathematical Citation Quotient (MCQ) 2016: 0.03
- Online
- ISSN
- 1558-3708
See all formats and pricing
*Prices in US$ apply to orders placed in the Americas only. Prices in GBP apply to orders placed in Great Britain only. Prices in € represent the retail prices valid in Germany (unless otherwise indicated). Prices are subject to change without notice. Prices do not include postage and handling if applicable. RRP: Recommended Retail Price.
More options …
- Most Downloaded Articles
Most Downloaded Articles
- Masthead
- Masthead
- 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
- Forecasting Stock Market Volatility with Regime-Switching GARCH Models by Marcucci, Juri
- 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
- Regime-switching cointegration by Jochmann, Markus and Koop, Gary
- 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
- Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach by Atanasova, Christina
- Assessing the quality of volatility estimators via option pricing by Sanfelici, Simona and Uboldi, Adamo
- Time-varying fiscal policy in the US by Pereira, Manuel Coutinho and Lopes, Artur Silva
- Herd behavior, bubbles and social interactions in financial markets by Chang, Sheng-Kai
- 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
- Breaks, trends and unit roots in commodity prices: a robust investigation by Ghoshray, Atanu/ Kejriwal, Mohitosh and Wohar, Mark
- Stochastic volatility model with regime-switching skewness in heavy-tailed errors for exchange rate returns by Nakajima, Jouchi
- Fundamental and Behavioural Drivers of Electricity Price Volatility by Karakatsani, Nektaria V and Bunn, Derek W.
- Frontmatter
- Frontmatter
Select Volume and Issue
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 12, Issue 2 (May 2008)
Article
On the Robustness of Symmetry Tests for Stock Returns
Chen, Yi-Ting / Lin, Chang-Ching
Published Online: 05/27/2008
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market
Sun, Wei / Rachev, Svetlozar / Stoyanov, Stoyan V. / Fabozzi, Frank J.
Published Online: 05/27/2008
Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps
Chan, Wing Hong
Published Online: 05/27/2008
Option Valuation with Normal Mixture GARCH Models
Badescu, Alex / Kulperger, Reg / Lazar, Emese
Published Online: 05/27/2008
Unemployment and Economic Growth Cycles
Roa, Maria J / Vazquez, Francisco Jose / Saura, Dulce
Published Online: 05/27/2008
Comments (0)