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Published/Copyright: April 21, 2022
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Studies in Nonlinear Dynamics & Econometrics
From the journal Studies in Nonlinear Dynamics & Econometrics Volume 26 Issue 2

Published Online: 2022-04-21

©2022 Walter de Gruyter GmbH, Berlin/Boston

Articles in the same Issue

  1. Frontmatter
  2. Research Articles
  3. Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach
  4. Testing for stationarity with covariates: more powerful tests with non-normal errors
  5. The non-linear effects of the Fed asset purchases
  6. Multiple structural breaks in cointegrating regressions: a model selection approach
  7. Time-varying threshold cointegration with an application to the Fisher hypothesis
  8. A new bivariate Archimedean copula with application to the evaluation of VaR
  9. The effect of price discrimination on dynamic duopoly games with bounded rationality
https://doi.org/10.1515/snde-2022-frontmatter2

Articles in the same Issue

  1. Frontmatter
  2. Research Articles
  3. Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approach
  4. Testing for stationarity with covariates: more powerful tests with non-normal errors
  5. The non-linear effects of the Fed asset purchases
  6. Multiple structural breaks in cointegrating regressions: a model selection approach
  7. Time-varying threshold cointegration with an application to the Fisher hypothesis
  8. A new bivariate Archimedean copula with application to the evaluation of VaR
  9. The effect of price discrimination on dynamic duopoly games with bounded rationality
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