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Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - 1997
Persistent link: https://www.econbiz.de/10000971355
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Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf; Lyhagen, Johan; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000991637
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A nonlinear time series model of El Niño
Hall, Anthony D.; Skalin, Joakim; Teräsvirta, Timo - 1998
Persistent link: https://www.econbiz.de/10000994162
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Nonlinear error correction and the UK demand for broad money, 1878 - 1993
Teräsvirta, Timo; Eliasson, Ann-Charlotte - 1998 - Rev. version
Persistent link: https://www.econbiz.de/10000998499
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A latent factor model of European exchange rate risk premia
Alexius, Annika; Sellin, Peter - 1997
Persistent link: https://www.econbiz.de/10000958083
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A smooth transition ARCH model for asset returns
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959364
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Modeling Nordic stock returns with asymmetric GARCH models
Hagerud, Gustaf E. - 1997
Persistent link: https://www.econbiz.de/10000959372
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On stationarity and cointegration of international health expenditure and GDP
Gerdtham, Ulf-G.; Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000984764
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A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael - 1998
Persistent link: https://www.econbiz.de/10000984774
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Testing linearity against smooth transition autoregression using a parametric bootstrap
Skalin, Joakim - 1998
Persistent link: https://www.econbiz.de/10000995380