Editor
| Bruce Mizrach, Rutgers University |
SNDE is a quarterly journal, sponsored by The Society for Nonlinear Dynamics and Econometrics. The journal encourages replication of empirical results. Data and programs can be obtained by clicking on the article titles.
Current Issue: Volume 12, Issue 2 (2008)
Articles
A Video Interview with James Hamilton
Bruce Mizrach
On the Robustness of Symmetry Tests for Stock Returns
Yi-Ting Chen and Chang-Ching Lin
Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market
Wei Sun, Svetlozar Rachev, Stoyan V. Stoyanov, and Frank J. Fabozzi
Option Valuation with Normal Mixture GARCH Models
Alex Badescu, Reg Kulperger, and Emese Lazar
Unemployment and Economic Growth Cycles
Maria J. Roa, Francisco Jose Vazquez, and Dulce Saura