ISSN: 1081-1826

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Studies in Nonlinear Dynamics and Econometrics Q2 Unclaimed

Walter de Gruyter GmbH Germany

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Studies in Nonlinear Dynamics and Econometrics is a journal indexed in SJR in Economics and Econometrics and Social Sciences (miscellaneous) with an H index of 36. It has an SJR impact factor of 0,339 and it has a best quartile of Q2. It is published in English. It has an SJR impact factor of 0,339.

Type: Journal

Type of Copyright:

Languages: English

Open Access Policy:

Type of publications:

Publication frecuency: -

Categories: Social Sciences (miscellaneous) (Q2) Analysis (Q3) Economics and Econometrics (Q3)

Price

- €

Inmediate OA

NPD

Embargoed OA

- €

Non OA

Metrics

0,339

SJR Impact factor

36

H Index

60

Total Docs (Last Year)

103

Total Docs (3 years)

2695

Total Refs

97

Total Cites (3 years)

103

Citable Docs (3 years)

0.8

Cites/Doc (2 years)

44.92

Ref/Doc

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Aims and Scope

Best articles by citations

An extensive study on Markov switching models with endogenous regressors

Intraday and Interday Basis Dynamics: Evidence from the FTSE 100 Index Futures Market

Dating US business cycles with macro factors

Asset pricing with flexible beliefs

Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean?

On the estimation of short memory components in long memory time series models

Introduction to Studies in Nonlinear Dynamics & Econometrics Issue in Honor of James B. Ramsey

Wavelet Analysis of the Cost-of-Carry Model

Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator

Testing for a unit root against ESTAR stationarity

Threshold linkages between volatility and trading volume: evidence from developed and emerging markets

Noncausality and asset pricing

SHOW MORE ARTICLES

Microeconomic Models for Long Memory in the Volatility of Financial Time Series

A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems

Fourier inversion formulas for multiple-asset option pricing

Testing for co-nonlinearity

Macrostructures in Microeconomic Dynamics

Off-the-record target zones: theory with an application to Hong Kong's currency board

Computational aspects of portfolio risk estimation in volatile markets: a survey

A non-linear forecast combination procedure for binary outcomes

Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis

Estimating ARMA Models Efficiently

Revisiting the statistical specification of near-multicollinearity in the logistic regression model

Do Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico