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isPartOf:"Journal of applied econometrics"
~person:"Hansen, Peter Reinhard"
~person:"Kunst, Robert M."
~person:"Teräsvirta, Timo"
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Hansen, Peter Reinhard
Kunst, Robert M.
Teräsvirta, Timo
Koop, Gary
5
Pesaran, M. Hashem
4
Dijk, Herman K. van
3
Koopman, Siem Jan
3
Lanne, Markku
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Journal of applied econometrics
CREATES research paper
23
IHS economics series : working paper
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SSE EFI working paper series in economics and finance
18
Reihe Ökonomie
16
Working paper series in economics and finance
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Forschungsbericht / Institut für Höhere Studien und Wissenschaftliche Forschung, Wien
8
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Advanced texts in econometrics
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Arbeitspapier / Institut für Volkswirtschaftslehre, Sozial- und Wirtschaftswissenschaftliche Fakultät, Johannes-Kepler-Universität, Linz,
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ECONIS (ZBW)
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1
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
Saved in:
2
Realized GARCH: a joint model for returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuo
;
Shek, Howard Howan
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 877-906
Persistent link: https://www.econbiz.de/10010219741
Saved in:
3
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:
4
Another look at Swedish business cycles, 1861-1988
Skalin, Joakim
;
Teräsvirta, Timo
- In:
Journal of applied econometrics
14
(
1999
)
4
,
pp. 359-378
Persistent link: https://www.econbiz.de/10001411563
Saved in:
5
Stylized facts of daily return series and the hidden Markov model
Rydén, Tobias
- In:
Journal of applied econometrics
13
(
1998
)
3
,
pp. 217-244
Persistent link: https://www.econbiz.de/10001244225
Saved in:
6
Cointegration in a macroeconomic system
Kunst, Robert M.
- In:
Journal of applied econometrics
5
(
1990
)
4
,
pp. 351-365
Persistent link: https://www.econbiz.de/10001099940
Saved in:
7
Seasonal adjustment and measuring persistence in output
Jäger, Albert
- In:
Journal of applied econometrics
5
(
1990
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10001085010
Saved in:
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