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Long memory and nonlinearities in realized volatility : a Markov switching approach
Bordignon, Silvano, (2010)
Inference for nonlinear state space models : a comparison of different methods applied to Markov-switching multifractal models
Lux, Thomas, (2018)
An alternative Bayesian approach to structural breaks in time series models
Hauwe, Sjoerd van den, (2011)
[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo, (2013)
Sir Clive Granger' s contributions to nonlinear time series and econometrics
Teräsvirta, Timo, (2017)
Teollisuustuotannon volyymin ennustaminen suhdannebarometrin avulla
Teräsvirta, Timo, (1985)