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Time-varying smooth transition autoregressive models
Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 104-121
Persistent link: https://www.econbiz.de/10001728841
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Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
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Evaluating models of autoregressive conditional duration
Meitz, Mika; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 104-124
Persistent link: https://www.econbiz.de/10003279779
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Time-Varying Smooth Transition Autoregressive Models
Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 104-121
Persistent link: https://www.econbiz.de/10008215778
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Evaluating Models of Autoregressive Conditional Duration
Meitz, Mika; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 24 (2006) 1, pp. 104-124
Persistent link: https://www.econbiz.de/10008222807