Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published. 
 
Walter de Gruyter GmbH 
Genthiner Straße 13 
D-10785 Berlin / Germany 
Tel: +49 30 260 05-0 
Fax: +49 30 260 05-251