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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, pp. 579-610
Persistent link: https://www.econbiz.de/10006747782
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Time-Varying Smooth Transition Autoregressive Models
Lundbergh, Stefan; Teräsvirta, Timo; Dijk, Dick van - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 1, pp. 104-121
Persistent link: https://www.econbiz.de/10008215778
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Evaluating GARCH models
Lundbergh, Stefan; Teräsvirta, Timo - In: Journal of econometrics 110 (2002) 2, pp. 417-436
Persistent link: https://www.econbiz.de/10006766965