Articles
Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances
Jeong-Ryeol Kim, Stefan Mittnik, and Svetlozar T. Rachev
The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
Ramazan Gencay and W. Davis Dechert
Tests for Nonlinearity in EMS Exchange Rates
Jon Vilasuso and Steve Cunningham
Algorithms
SIMANN: A Global Optimization Algorithm using Simulated Annealing
William L. Goffe