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Evaluating GARCH Models
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Teräsvirta, Timo
35
He, Changli
4
Granger, Clive W.J.
3
Lundbergh, Stefan
3
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Journal of econometrics
9
The econometrics journal
4
Econometric theory
3
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Macroeconomic dynamics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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3
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1
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
,
pp. 579-610
Persistent link: https://www.econbiz.de/10006747782
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2
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
Saved in:
3
Evaluating GARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
- In:
Journal of econometrics
110
(
2002
)
2
,
pp. 417-436
Persistent link: https://www.econbiz.de/10006766965
Saved in:
4
Obituary: Sir Clive William John Granger, 1934 - 2009
Teräsvirta, Timo
;
Granger, Clive William John
- In:
New Zealand economic papers
44
(
2010
)
2
,
pp. 121-127
Persistent link: https://www.econbiz.de/10009938879
Saved in:
5
Power properties of linearity test for time series
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
1
,
pp. 3-10
Persistent link: https://www.econbiz.de/10009949695
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6
Om eftersläpningsstrukturen i en prognosmodell för Finlands utrikeshandel
Teräsvirta, Timo
- In:
Ekonomiska Samfundets tidskrift
27
(
1974
)
1
,
pp. 33-48
Persistent link: https://www.econbiz.de/10009917607
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7
Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind
;
Teräsvirta, Timo
- In:
Journal of econometrics
74
(
1996
)
1
,
pp. 59-76
Persistent link: https://www.econbiz.de/10006796323
Saved in:
8
Properties of moments of a family of GARCH processes
He, Changli
;
Teräsvirta, Timo
- In:
Journal of econometrics
92
(
1999
)
1
,
pp. 173
Persistent link: https://www.econbiz.de/10006784941
Saved in:
9
Testing parameter constancy in linear models against stochastic stationary parameters
Lin, Chien-Fu Jeff
;
Teräsvirta, Timo
- In:
Journal of econometrics
90
(
1999
)
2
,
pp. 193-214
Persistent link: https://www.econbiz.de/10006786376
Saved in:
10
A simple nonlinear time series model with misleading linear properties
Granger, Clive W.J.
;
Teräsvirta, Timo
- In:
Economics letters
62
(
1999
)
2
,
pp. 161-166
Persistent link: https://www.econbiz.de/10006786393
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