Studies in Nonlinear Dynamics and Econometrics

Papers
(The H4-Index of Studies in Nonlinear Dynamics and Econometrics is 2. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-09-01 to 2024-09-01.)
ArticleCitations
Anticipating extreme losses using score-driven shape filters7
Unconventional monetary policy in a nonlinear quadratic model6
Causal relationships between cryptocurrencies: the effects of sampling interval and sample size2
Approximate Bayesian inference for agent-based models in economics: a case study2
Artificial Neural Networks and Time Series of Counts: A Class of Nonlinear INGARCH Models2
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution2
0.036452054977417