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Time-varying smooth transition...
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Theorie
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Teräsvirta, Timo
102
Dijk, Dick van
77
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31
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20
He, Changli
19
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13
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11
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9
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2
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1
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ECONIS (ZBW)
190
EconStor
13
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Time-varying smooth transition autoregressive models
Lundbergh, Stefan
;
Teräsvirta, Timo
;
Dijk, Dick van
-
2000
Persistent link: https://www.econbiz.de/10001464665
Saved in:
2
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
Saved in:
3
Smooth transition autoregressive models : a survey of recent developments
Dijk, Dick van
;
Teräsvirta, Timo
;
Franses, Philip Hans
-
2000
Persistent link: https://www.econbiz.de/10001486254
Saved in:
4
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
5
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
Saved in:
6
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
7
A comparison of biased simulation schemes for stochastic volatility models
Lord, Roger
;
Koekkoek, Remmert
;
Dijk, Dick van
-
2006
Persistent link: https://www.econbiz.de/10003332143
Saved in:
8
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798233
Saved in:
9
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
10
Do leading indicators lead peaks more than troughs?
Paap, Richard
(
contributor
);
Segers, Rene
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003483904
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