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Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina; Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10009152328
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Modelling changes in the uncondizional variance of long stock return series
Amado, Cristina; Teräsvirta, Timo - 2012
Persistent link: https://www.econbiz.de/10009502504
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Modelling volatility by variance decomposition
Amado, Cristina; Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10008779696
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Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina; Silvennoinen, Annastiina; Teräsvirta, Timo - 2018
Persistent link: https://www.econbiz.de/10011864902
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Modelling and forecasting WIG20 daily returns
Amado, Cristina; Silvennoinen, Annastiina; Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011721046
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Nonlinear models for autoregressive conditional heteroskedasticity
Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10008779686
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Nonlinear models in macroeconometrics
Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011750305
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Sir Clive Granger' s contributions to nonlinear time series and econometrics
Teräsvirta, Timo - 2017
Persistent link: https://www.econbiz.de/10011624071
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Forecasting performance of three automated modelling techniques during the economic crisis 2007 - 2009
Kock, Anders Bredahl; Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10009267761
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Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Kock, Anders Bredahl; Teräsvirta, Timo - 2011
Persistent link: https://www.econbiz.de/10009267762