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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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An extended constant conditional correlation GARCH model and its fourth-moment structure
He, Changli; Teräsvirta, Timo - In: Econometric theory 20 (2004) 5, pp. 904-926
Persistent link: https://www.econbiz.de/10002265252
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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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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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Stylized facts of return series, robust estimates and three popular models of volatility
Teräsvirta, Timo; Zhao, Zhenfang - In: Applied financial economics 21 (2011) 1/3, pp. 67-94
Persistent link: https://www.econbiz.de/10009124669
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Modelling volatility by variance decomposition
Amado, Cristina; Teräsvirta, Timo - In: Journal of econometrics 175 (2013) 2, pp. 142-153
Persistent link: https://www.econbiz.de/10009764416
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Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina; Teräsvirta, Timo - In: Journal of business & economic statistics : JBES ; a … 32 (2014) 1, pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
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Modeling multivariate autoregressive conditional heteroskedasticity with the double smooth transition conditional correlation GARCH model
Silvennoinen, Annastiina; Teräsvirta, Timo - In: Journal of financial econometrics : official journal of … 7 (2009) 4, pp. 373-411
Persistent link: https://www.econbiz.de/10003907524
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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
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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