Common Large Innovations Across Nonlinear Time Series

Research output: Contribution to journal › Article › Academic › peer-review

Original language	English
Pages (from-to)	251-263
Number of pages	13
Journal	Studies in Nonlinear Dynamics and Econometrics
Volume	17
Issue number	3
DOIs	https://doi.org/10.1515/snde-2012-0047
Publication status	Published - 2013

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@article{ddf54001e83140fd9b2768ff0e92f3b2,

title = "Common Large Innovations Across Nonlinear Time Series",

author = "Richard Paap and Franses, \{Philip Hans\}",

year = "2013",

doi = "10.1515/snde-2012-0047",

language = "English",

volume = "17",

pages = "251--263",

journal = "Studies in Nonlinear Dynamics and Econometrics",

issn = "1558-3708",

publisher = "De Gruyter",

number = "3",

}