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Nonlinear models for autoregressive conditional heteroskedasticity
Teräsvirta, Timo
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2011
Persistent link: https://www.econbiz.de/10008779686
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Modelling volatility by variance decomposition
Amado, Cristina
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Teräsvirta, Timo
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2011
Persistent link: https://www.econbiz.de/10008779696
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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Bredahl Kock, Anders
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Teräsvirta, Timo
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2011
Persistent link: https://www.econbiz.de/10009267762
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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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