Copyright © 1997. The MIT Press. All rights reserved.


ISSN 1081-1826


Volume 1 · Number 3

October 1996




ARTICLES

Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances
by Jeong-Ryeol Kim, Stefan Mittnik, and Svetlozar T. Rachev
[ Abstract & Bibliography ]   [ 300k PDF ]   [ 900k PS ]   [ Code (1k) ]


The Identification of Spurious Lyapunov Exponents in Jacobian Algorithms
by Ramazan Gencay and W. Davis Dechert
[ Abstract & Bibliography ]   [ 250k PDF ]   [ 715k PS ]   [ Data & Code (126k) ]


Tests for Nonlinearity in EMS Exchange Rates
by Jon Vilasuso and Steve Cunningham
[ Abstract & Bibliography ]   [ 542k PDF ]   [ 1.8MB PS ]   [ Data & Code (23k) ]



ALGORITHMS

SIMANN: A Global Optimization Algorithm using Simulated Annealing
by William L. Goffe
[ Abstract & Bibliography ]   [ 221k PDF ]   [ 705k PS ]   [ Code (22k) ]