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~isPartOf:"Econometric theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Teräsvirta, Timo"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
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Teräsvirta, Timo
Phillips, Peter C. B.
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An extended constant conditional correlation GARCH model and its fourth-moment structure
He, Changli
;
Teräsvirta, Timo
- In:
Econometric theory
20
(
2004
)
5
,
pp. 904-926
Persistent link: https://www.econbiz.de/10002265252
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2
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 417-435
Persistent link: https://www.econbiz.de/10001703535
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3
Moment stucture of a family of first-order exponential GARCH models
He, Changli
;
Teräsvirta, Timo
;
Malmsten, Hans
- In:
Econometric theory
18
(
2002
)
4
,
pp. 868-885
Persistent link: https://www.econbiz.de/10001687472
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4
Fourth moment structure of the GARCH(p,q) process
He, Changli
;
Teräsvirta, Timo
- In:
Econometric theory
15
(
1999
)
6
,
pp. 824-846
Persistent link: https://www.econbiz.de/10001507480
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5
Testing the constancy of regression parameters against continuous structural change
Lin, Chien-fu Jeff
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 211-228
Persistent link: https://www.econbiz.de/10001162303
Saved in:
6
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
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