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Properties of moments of a family of GARCH processes
He, Changli; Teräsvirta, Timo - In: Journal of econometrics 92 (1999) 1, pp. 173-192
Persistent link: https://www.econbiz.de/10001400095
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Testing parameter constancy in linear models against stochastic stationary parameters
Lin, Chien-fu Jeff; Teräsvirta, Timo - In: Journal of econometrics 90 (1999) 2, pp. 193-213
Persistent link: https://www.econbiz.de/10001382111
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Testing the constancy of regression parameters against continuous structural change
Lin, Chien-fu Jeff - In: Journal of econometrics 62 (1994) 2, pp. 211-228
Persistent link: https://www.econbiz.de/10001162303
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Testing the adequacy of smooth transition autoregressive models
Eitrheim, Øyvind; Teräsvirta, Timo - In: Journal of econometrics 74 (1996) 1, pp. 59-75
Persistent link: https://www.econbiz.de/10001755364
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Annals of econometrics: Long memory and nonlinear time series
Davidson, James E. H. (contributor);  … - 2002
Persistent link: https://www.econbiz.de/10001703499
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Evaluating GARCH models
Lundbergh, Stefan; Teräsvirta, Timo - In: Journal of econometrics 110 (2002) 2, pp. 417-435
Persistent link: https://www.econbiz.de/10001703535
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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
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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
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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
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Testing constancy of the error covariance matrix in vector models
Eklund, Bruno; Teräsvirta, Timo - In: Journal of econometrics 140 (2007) 2, pp. 753-780
Persistent link: https://www.econbiz.de/10003569963