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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
European journal of operational research : EJOR
233
Physica A: Statistical Mechanics and its Applications
195
Journal of econometrics
147
International journal of production research
91
Economics letters
89
Operations research letters
89
Economic modelling
86
International journal of theoretical and applied finance
83
Mathematics of operations research
82
Discussion paper / Tinbergen Institute
81
Journal of economic dynamics & control
77
Mathematical methods of operations research
75
Insurance / Mathematics & economics
70
Energy economics
69
Operations research
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
66
Applied economics
61
Computational economics
59
International journal of production economics
59
Working paper
58
Journal of economic theory
57
Finance research letters
55
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
Computers & operations research : and their applications to problems of world concern ; an international journal
49
Econometric reviews
49
Journal of forecasting
48
Discussion paper / Centre for Economic Policy Research
47
Applied economics letters
44
International journal of forecasting
43
Quantitative finance
42
Série des documents de travail / Centre de Recherche en Économie et Statistique
42
Finance and stochastics
41
Risks : open access journal
40
Working paper / National Bureau of Economic Research, Inc.
39
Journal of banking & finance
37
International review of financial analysis
36
Journal of empirical finance
36
MPRA Paper
36
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
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1
The limit distribution of evolving strategies in financial markets
Chiarella, Carl
;
Di Guilmi, Corrado
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
2
,
pp. 137-159
Persistent link: https://www.econbiz.de/10011313593
Saved in:
2
Information-theoretic analysis of serial dependence and cointegration
Aparicio, F. M.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
3
(
1998
)
3
,
pp. 119-140
Persistent link: https://www.econbiz.de/10001769710
Saved in:
3
An information theoretic approach for estimating nonlinear dynamic models
Golan, Amos
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
7
(
2003
)
4
Persistent link: https://www.econbiz.de/10002004172
Saved in:
4
Using transfer
entropy
to measure information flows between financial markets
Dimpfl, Thomas
;
Peter, Franziska Julia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
1
,
pp. 85-102
Persistent link: https://www.econbiz.de/10009728461
Saved in:
5
Rank-based
entropy
tests for serial independence
Diks, Cees G. H.
;
Panchenko, Valentyn
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10009513640
Saved in:
6
An alternative maximum
entropy
model for time-varying moments with application to financial returns
Herrmann, Klaus
;
Fischer, Matthias
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
3
,
pp. 1-21
Persistent link: https://www.econbiz.de/10009515146
Saved in:
7
Amplitude and phase synchronization of European business cycles : a wavelet approach
Bruzda, Joanna
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
5
,
pp. 625-655
Persistent link: https://www.econbiz.de/10011431057
Saved in:
8
Price discovery in the markets for credit risk : a Markov switching approach
Dimpfl, Thomas
;
Peter, Franziska Julia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
3
,
pp. 233-249
Persistent link: https://www.econbiz.de/10011507523
Saved in:
9
Regime-switching cointegration
Jochmann, Markus
;
Koop, Gary
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
1
,
pp. 35-48
Persistent link: https://www.econbiz.de/10011311202
Saved in:
10
Real vs. nominal cycles : a multistate Markov-switching bi-factor approach
Leiva-Leon, Danilo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
18
(
2014
)
5
,
pp. 557-580
Persistent link: https://www.econbiz.de/10010461144
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