Silvennoinen, Annastiina; Teräsvirta, Timo - Economics Institute for Research (SIR), … - 2007
Financial Time Series. New York: Springer.
Annastiina Silvennoinen∗
School of Finance and Economics, University of Technology … Sydney
Box 123, Broadway NSW 2007
and
Timo Ter¨asvirta†
CREATES, School of Economics and Management, University of Aarhus …
Building 1322, DK–8000 Aarhus C
and
Department of Economic Statistics, Stockholm School of Economics,
P. O. Box 6501, SE–113 83 …