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Published/Copyright: February 16, 2017

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"Frontmatter" Studies in Nonlinear Dynamics & Econometrics, vol. 21, no. 1, 2017, pp. i-iii. https://doi.org/10.1515/snde-2017-frontmatter1

(2017). Frontmatter. Studies in Nonlinear Dynamics & Econometrics, 21(1), i-iii. https://doi.org/10.1515/snde-2017-frontmatter1

(2017) Frontmatter. Studies in Nonlinear Dynamics & Econometrics, Vol. 21 (Issue 1), pp. i-iii. https://doi.org/10.1515/snde-2017-frontmatter1

"Frontmatter" Studies in Nonlinear Dynamics & Econometrics 21, no. 1 (2017): i-iii. https://doi.org/10.1515/snde-2017-frontmatter1

Frontmatter. Studies in Nonlinear Dynamics & Econometrics. 2017;21(1): i-iii. https://doi.org/10.1515/snde-2017-frontmatter1

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Published Online: 2017-2-16

Published in Print: 2017-2-1

Articles in the same Issue

Frontmatter
Editorial
Introduction: recent developments of switching models for financial data
Research Articles
On the estimation of regime-switching Lévy models
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis
Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach
Specification analysis in regime-switching continuous-time diffusion models for market volatility
A semiparametric nonlinear quantile regression model for financial returns
A model of the euro-area yield curve with discrete policy rates

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Frontmatter
Editorial
Introduction: recent developments of switching models for financial data
Research Articles
On the estimation of regime-switching Lévy models
RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis
Modeling threshold effects in stock price co-movements: a vector nonlinear cointegration approach
Specification analysis in regime-switching continuous-time diffusion models for market volatility
A semiparametric nonlinear quantile regression model for financial returns
A model of the euro-area yield curve with discrete policy rates