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subject:"Time series analysis"
~person:"Teräsvirta, Timo"
~subject:"Volatilität"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
Volatilität
Theorie
32
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32
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18
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9
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9
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8
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8
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Teräsvirta, Timo
Phillips, Peter C. B.
56
Franses, Philip Hans
55
Gil-Alaña, Luis A.
44
Taylor, Robert
32
Gupta, Rangan
31
McAleer, Michael
31
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29
Perron, Pierre
29
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27
Ghysels, Eric
27
Leybourne, Stephen James
26
Harvey, Andrew C.
25
Koop, Gary
24
Lütkepohl, Helmut
24
Bollerslev, Tim
23
Granger, C. W. J.
23
Hecq, Alain W. J.
22
Herwartz, Helmut
22
Hong, Yongmiao
20
Newbold, Paul
20
Yu, Jun
20
Engle, Robert F.
19
Swanson, Norman R.
19
Chan, Joshua
18
Hassler, Uwe
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Asai, Manabu
17
Hendry, David F.
17
Hyndman, Rob J.
17
Ruiz, Esther
17
Andersen, Torben
16
Assimakopoulos, V.
16
Lucas, André
16
Marcellino, Massimiliano
16
Peña, Daniel
16
Renault, Eric
16
Diebold, Francis X.
15
Haldrup, Niels
15
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Journal of econometrics
6
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2
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2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
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1
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1
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ECONIS (ZBW)
19
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1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
2
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
3
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
Saved in:
4
[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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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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