%0 Journal Article %1 Diks2016Nonlinear %A Diks, Cees %A Wolski, Marcin %D 2016 %J Journal of Applied Econometrics %K causality, garch-models, time-series correlations %N 7 %P 1333--1351 %R 10.1002/jae.2495 %T Nonlinear Granger Causality: Guidelines for Multivariate Analysis %U http://dx.doi.org/10.1002/jae.2495 %V 31

@article{Diks2016Nonlinear, added-at = {2019-06-10T14:53:09.000+0200}, author = {Diks, Cees and Wolski, Marcin}, biburl = {https://www.bibsonomy.org/bibtex/2feff089fcb9e1425ac1d4e17e1192d80/nonancourt}, citeulike-article-id = {14482562}, citeulike-linkout-0 = {http://dx.doi.org/10.1002/jae.2495}, doi = {10.1002/jae.2495}, interhash = {8b2ce3a3771a0cdb8f0a7f154d30e42f}, intrahash = {feff089fcb9e1425ac1d4e17e1192d80}, issn = {08837252}, journal = {Journal of Applied Econometrics}, keywords = {causality, garch-models, time-series correlations}, month = nov, number = 7, pages = {1333--1351}, posted-at = {2017-11-24 11:43:20}, priority = {2}, timestamp = {2019-08-01T16:14:30.000+0200}, title = {{Nonlinear Granger Causality: Guidelines for Multivariate Analysis}}, url = {http://dx.doi.org/10.1002/jae.2495}, volume = 31, year = 2016 }