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Evaluating GARCH Models
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Time series analysis
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21
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Teräsvirta, Timo
149
Silvennoinen, Annastiina
14
He, Changli
13
Lundbergh, Stefan
13
Amado, Cristina
9
Medeiros, Marcelo C.
8
Dijk, Dick van
7
Kock, Anders Bredahl
7
Strikholm, Birgit
7
González, Andrés
6
Granger, C. W. J.
6
Lütkepohl, Helmut
4
Nakatani, Tomoaki
4
Skalin, Joakim
4
Wolters, Jürgen
4
Granger, Clive W.J.
3
Kang, Jian
3
Persson, Anna
3
Rech, Gianluigi
3
Terasvirta, Timo
3
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3
Dick
2
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2
Eklund, Bruno
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2
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2
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2
Lin, Chien-fu Jeff
2
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2
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2
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2
Patton, Andrew J.
2
Rydén, Tobias
2
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1
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1
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Journal of econometrics
21
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11
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7
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7
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7
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6
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5
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3
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3
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2
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1
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1
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1
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1
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ECONIS (ZBW)
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1
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61
On the estimation of dynamic price elasticities with Box-Jenkins methods : a case study
Leskinen, Esko
;
Teräsvirta, Timo
- In:
Scandinavian journal of statistics : SJS ; theory and …
4
(
1977
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10002374103
Saved in:
62
Modelling the dynamic relationship between wages and prices in Finland : final vers. rec. sept. 1984
Saikkonen, Pentti
;
Teräsvirta, Timo
- In:
The Scandinavian journal of economics
87
(
1985
)
1
,
pp. 102-119
Persistent link: https://www.econbiz.de/10002719014
Saved in:
63
Testing linearity of economic time series against cyclical asymmetry
Luukkonen, Ritva
Persistent link: https://www.econbiz.de/10001277890
Saved in:
64
Non-linear error correction and the UK demand for broad money, 1878 - 1993
Teräsvirta, Timo
;
Eliasson, Ann-Charlotte
- In:
Journal of applied econometrics
16
(
2001
)
3
,
pp. 277-288
Persistent link: https://www.econbiz.de/10001591888
Saved in:
65
Modeling asymmetries and moving equilibria in unemployment rates
Skalin, Joakim
;
Teräsvirta, Timo
- In:
Macroeconomic dynamics
6
(
2002
)
2
,
pp. 202-241
Persistent link: https://www.econbiz.de/10001659485
Saved in:
66
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:
67
Moment stucture of a family of first-order exponential GARCH models
He, Changli
;
Teräsvirta, Timo
;
Malmsten, Hans
- In:
Econometric theory
18
(
2002
)
4
,
pp. 868-885
Persistent link: https://www.econbiz.de/10001687472
Saved in:
68
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
Saved in:
69
The net barter terms of trade : a smooth transition approach
Persson, Anna
;
Teräsvirta, Timo
- In:
International journal of finance & economics : IJFE
8
(
2003
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10001806084
Saved in:
70
Fourth moment structure of the GARCH(p,q) process
He, Changli
;
Teräsvirta, Timo
- In:
Econometric theory
15
(
1999
)
6
,
pp. 824-846
Persistent link: https://www.econbiz.de/10001507480
Saved in:
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