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Common factors in conditional distributions for bivariate time series
Granger, C. W. J.; Teräsvirta, Timo; Patton, Andrew J. - In: Journal of econometrics 132 (2006) 1, pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
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Parameterizing unconditional skewness in models for financial time series
He, Changli; Silvennoinen, Annastiina; Teräsvirta, Timo - In: Journal of financial econometrics : official journal of … 6 (2008) 2, pp. 208-230
Persistent link: https://www.econbiz.de/10003687850
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[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo - In: Journal of economic literature 51 (2013) 4, pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
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Modelling autoregressive processes with a shifting mean
González, Andrés; Teräsvirta, Timo - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 12 (2008) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10009513641
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Testing parameter constancy in stationary vector autoregressive models against continuous change
He, Changli; Teräsvirta, Timo; González, Andrés - In: Econometric reviews 28 (2009) 1/3, pp. 225-245
Persistent link: https://www.econbiz.de/10003800734
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A time series model for an exchange rate in a target zone with applications
Lundbergh, Stefan; Teräsvirta, Timo - In: Journal of econometrics 131 (2006) 1/2, pp. 579-609
Persistent link: https://www.econbiz.de/10003298619
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Building neural network models for time series : a statistical approach
Medeiros, Marcelo C.; Teräsvirta, Timo; Rech, Gianluigi - In: Journal of forecasting 25 (2006) 1, pp. 49-75
Persistent link: https://www.econbiz.de/10003268447
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Testing linearity of economic time series against cyclical asymmetry
Luukkonen, Ritva
Persistent link: https://www.econbiz.de/10001277890
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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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Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van; Teräsvirta, Timo; Franses, Philip Hans - In: Econometric reviews 21 (2002) 1, pp. 1-47
Persistent link: https://www.econbiz.de/10001660011