Common large innovations across nonlinear time series
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Publication:5881691
DOI10.1515/snde-2012-0047zbMath1506.62506OpenAlexW1975043302MaRDI QIDQ5881691
Richard Paap, Philip Hans Franses
Publication date: 13 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2012-0047
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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