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~isPartOf:"CREATES research paper"
~language:"eng"
~language:"pol"
~person:"Barndorff-Nielsen, Ole E."
~person:"Teräsvirta, Timo"
~type_genre:"Graue Literatur"
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Barndorff-Nielsen, Ole E.
Teräsvirta, Timo
Nielsen, Morten Ørregaard
18
Christiansen, Charlotte
12
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Andreasen, Martin Møller
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CREATES research paper
SSE EFI working paper series in economics and finance
9
Department of Economics discussion paper series / University of Oxford
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ECONIS (ZBW)
17
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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
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
Comprehensive testing of linearity against the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
-
2019
-
This version: August 2019
Persistent link: https://www.econbiz.de/10012316842
Saved in:
4
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316885
Saved in:
5
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
6
Transition from the Taylor rule to the zero lower bound
Hurn, Stan
;
Johnson, Nicholas J.
;
Silvennoinen, Annastiina
-
2018
Persistent link: https://www.econbiz.de/10011946413
Saved in:
7
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2018
Persistent link: https://www.econbiz.de/10011864902
Saved in:
8
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772-2016
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2018
Persistent link: https://www.econbiz.de/10011864964
Saved in:
9
Sir Clive Granger' s contributions to nonlinear time series and econometrics
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011624071
Saved in:
10
Global hemispheric temperatures and co-shifting : a vector shifting-mean autoregressive analysis
Holt, Matthew T.
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011624082
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