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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Silvennoinen, Annastiina"
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Search: subject_exact:"Generalized autoregressive conditional heteroscedasticity"
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Silvennoinen, Annastiina
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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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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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
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