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Modelling multivariate autoreg...
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Teräsvirta, Timo
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He, Changli
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González, Andrés
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Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 217-260)
.
2019
Persistent link: https://www.econbiz.de/10012249137
Saved in:
2
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2018
Persistent link: https://www.econbiz.de/10011864902
Saved in:
3
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
4
Transition from the Taylor rule to the zero lower bound
Hurn, Stan
;
Johnson, Nicholas J.
;
Silvennoinen, Annastiina
-
2018
Persistent link: https://www.econbiz.de/10011946413
Saved in:
5
A smooth transition logit model of the effects of deregulation in the electricity market
Hurn, Stan
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2014
Persistent link: https://www.econbiz.de/10010336590
Saved in:
6
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
7
Modeling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 174-197
Persistent link: https://www.econbiz.de/10011373298
Saved in:
8
A smooth transition logit model of the effects of deregulation in the electricity market
Hurn, Stan
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2014
Persistent link: https://www.econbiz.de/10010349297
Saved in:
9
A smooth transition logit model of the effects of deregulation in the electricity market
Hurn, Stan
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Journal of applied econometrics
31
(
2016
)
4
,
pp. 707-733
Persistent link: https://www.econbiz.de/10011645213
Saved in:
10
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
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