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《Studies in Nonlinear Dynamics & Econometrics》Volume 27,Issue 4,September 2023
《Studies in Nonlinear Dynamics & Econometrics》 Volume 27 Issue 4 September 2023
2025/1/3
《Studies in Nonlinear Dynamics & Econometrics》Volume 27,Issue 4,September 2023.
《Studies in Nonlinear Dynamics & Econometrics》Volume 27,Issue 3,June 2023
《Studies in Nonlinear Dynamics & Econometrics》 Volume 27 Issue 3 June 2023
2025/1/3
《Studies in Nonlinear Dynamics & Econometrics》Volume 27,Issue 3,June 2023.
《Studies in Nonlinear Dynamics & Econometrics》Volume 27,Issue 1,February 2023
《Studies in Nonlinear Dynamics & Econometrics》 Volume 27 Issue 1 February 2023
2025/1/3
《Studies in Nonlinear Dynamics & Econometrics》Volume 27,Issue 1,February 2023.
《Studies in Nonlinear Dynamics & Econometrics》
Probability Statistics Macroeconomics Econometrics
2025/1/3
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》 Volume 46 Pages 1-382 (October 2022)
2024/12/11
《Review of Economic Dynamics》Volume 46,Pages 1-382 (October 2022).
《Review of Economic Dynamics》Volume 45, Pages 1-338 (July 2022)
《Review of Economic Dynamics》Volume 45 Pages 1-338 (July 2022)
2024/12/11
《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 44 Pages 1-348(April 2022)
2024/12/11
《Review of Economic Dynamics》Volume 44,Pages 1-348(April 2022).
《Review of Economic Dynamics》Volume 43,Pages 1-340(January 2022)
《Review of Economic Dynamics》 Volume 43 Pages 1-340(January 2022)
2024/12/11
《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.
Global Inflation Dynamics: regularities & forecasts
global economic crisis the second wave inflation, US dollar consumer price index producer price index money supply M1 M2 US public debt crashes bubbles critical phenomena complexity power-law functions log-periodic oscillation
2012/9/14
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...
Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression
wavelet band spectrum regression corridor implied volatility realized volatility fractional cointegration
2012/9/14
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...
Entangled Economy: an ecosystems approach to modeling systemic level dynamics
Complexity economics Evolutionary economics.
2012/9/14
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...
How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market
Multivariate Kurtosis Dynamics N-Dimensional Market
2012/9/14
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...
Universality class of balanced flows with bottlenecks: granular flows, pedestrian fluxes and financial price dynamics
Universality class of balanced flows bottlenecks granular flows pedestrian fluxes financial price dynamics
2012/6/4
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...