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《Studies in Nonlinear Dynamics & Econometrics》Volume 27,Issue 3,June 2023.
A peer-reviewed journal since 1996, Studies in Nonlinear Dynamics & Econometrics (SNDE) is at the forefront of statistical and theoretical approaches to economics.
《Review of Economic Dynamics》Volume 46,Pages 1-382 (October 2022).
《Review of Economic Dynamics》Editorial Office Volume 45, Pages 1-338 (July 2022).
《Review of Economic Dynamics》Volume 44,Pages 1-348(April 2022).
《Review of Economic Dynamics》Volume 43;Pages 1-340(January 2022).
The official journal of the Society for Economic Dynamics.
Studies in Nonlinear Dynamics & Econometrics.
The analysis of dollar inflation performed by the authors through the approximation of empirical data for 1913–2012 with a power-law function with an accelerating log-periodic osci...
This paper revisits the fractional cointegrating relationship between ex-ante implied volatil-ity and ex-post realized volatility. We argue that the concept of corridor implied volatility (CIV) should...
We present a model of an economy inspired by individual based model ap-proaches in evolutionary ecology. We demonstrate that evolutionary dynam-ics in a space of companies interconnected through a cor...
This paper investigates the common intuition suggesting that dur-ing crises the shape of the financial market clearly differentiates from that of random walk processes. In this sense, it challenges th...
We propose and document the evidence for an analogy between the dynamics of granular counter-flows in the presence of bottlenecks or restrictions and financial price formation processes. Using extensi...

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