Department of Economics and Business Economics

Timo Teräsvirta

  1. Published

    A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model. / Catani, Paul; Teräsvirta, Timo; Yin, Meiqun.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: ResearchWorking paper

  2. Published

    A Lagrange Multiplier test for testing the adequacy of the Constant Conditional Correlation GARCH model. / Catani, Paul; Terasvirta, Timo; Yin, Meiqun.

    In: Econometric Reviews, Vol. 36, 2017, p. 599-621.

    Research output: Research - peer-reviewJournal article

  3. Published

    A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. / Hurn, A.S.; Silvennoinen, Annastiina; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: ResearchWorking paper

  4. Published

    A smooth transition logit model of the effects of deregulation in the electricity market. / Hurn, A. Stan; Silvennoinen, Annastiina; Teräsvirta, Timo.

    In: Journal of Applied Econometrics, Vol. 31, No. 4, 2016, p. 707-733.

    Research output: Research - peer-reviewJournal article

  5. Published

    A time series model for an exchange rate in a target zone with applications. / Lundbergh, Stefan; Teräsvirta, Timo.

    In: Journal of Econometrics, Vol. 131, 2006, p. 579-609.

    Research output: Research - peer-reviewJournal article

  6. Published

    Building neural network models for time series : A statistical approach. / Medeiros, Marcelo C.; Teräsvirta, Timo; Rech, Gianluigi.

    In: Journal of Forecasting, Vol. 25, 2006, p. 49-75.

    Research output: Research - peer-reviewJournal article

  7. Published

    Common features in conditional distributions for bivariate time series. / Granger, Clive W.J.; Patton, Andrew J.; Teräsvirta, Timo.

    In: Journal of Econometrics, Vol. 132, 2006, p. 43-57.

    Research output: Research - peer-reviewJournal article

  8. Published

    Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations. / Amado, Cristina; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2011.

    Research output: ResearchWorking paper

  9. Published

    Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations. / Amado, Cristina; Teräsvirta, Timo.

    In: Journal of Business and Economic Statistics, Vol. 32, No. 1, 2014, p. 69-87.

    Research output: Research - peer-reviewJournal article

  10. Published

    Conditional heteroskedasticity. / Teräsvirta, Timo.

    Encyclopedia of Quantitative Finance. ed. / Rama Cont. Hoboken, N.J. : John Wiley & Sons Ltd, 2010. p. 809-820.

    Research output: Research - peer-reviewEncyclopedia entry

Previous 1 2 3 4 5 6 7 8 Next