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Testing for volatility interactions in the constant conditional correlation GARCH model
Nakatani, Tomoaki; Teräsvirta, Timo - In: The econometrics journal 12 (2009) 1, pp. 147-163
Persistent link: https://www.econbiz.de/10003841983
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A sequential procedure for determining the number of regimes in a threshold autoregressive model
Strikholm, Birgit; Teräsvirta, Timo - In: The econometrics journal 9 (2006) 3, pp. 472-491
Persistent link: https://www.econbiz.de/10003390166
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The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
Dijk, Dick van; Strikholm, Birgit; Teräsvirta, Timo - In: The econometrics journal 6 (2003) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10001781043
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A sequential procedure for determining the number of regimes in a threshold autoregressive model
Strikholm, Birgit; Teräsvirta, Timo - In: The econometrics journal 9 (2006) 3, pp. 472-491
Persistent link: https://www.econbiz.de/10007402522
Cover Image
Testing for volatility interactions in the Constant Conditional Correlation GARCH model
Nakatani, Tomoaki; Teräsvirta, Timo - In: The econometrics journal 12 (2009) 1, pp. 147-163
Persistent link: https://www.econbiz.de/10008178652
Cover Image
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
Dick; Strikholm, Birgit; Teräsvirta, Timo - In: The econometrics journal 6 (2003) 1, pp. 79-98
Persistent link: https://www.econbiz.de/10007463714
Cover Image
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series
Dick; Strikholm, Birgit; Teräsvirta, Timo - In: The econometrics journal 6 (2003) 1, pp. 79
Persistent link: https://www.econbiz.de/10007463715