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subject:"Panel"
~isPartOf:"CREATES research paper"
~person:"Teräsvirta, Timo"
~subject:"Monte-Carlo-Simulation"
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A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
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2022
Persistent link: https://www.econbiz.de/10012816369
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Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
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2021
Persistent link: https://www.econbiz.de/10012815962
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Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
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Teräsvirta, Timo
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2015
Persistent link: https://www.econbiz.de/10011373232
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Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
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Teräsvirta, Timo
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2011
Persistent link: https://www.econbiz.de/10009152328
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