Department of Economics and Business Economics

Timo Teräsvirta

  1. 2008
  2. Published

    Modelling autoregressive processes with a shifting mean. / González, Andrés; Teräsvirta, Timo.

    In: Studies in Nonlinear Dynamics and Econometrics (Online), Vol. 12, No. 1, 2008, p. Article 1.

    Research output: Research - peer-reviewJournal article

  3. Published

    Multivariate GARCH models. / Silvennoinen, Annastiina; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: ResearchWorking paper

  4. Published

    Parameterizing unconditional skewness in models for financial time series. / He, Changli; Silvennoinen, Annastiina; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: ResearchWorking paper

  5. Published

    Parameterizing unconditional skewness in models for financial time series. / He, Changli; Silvennoinen, Annastiina; Teräsvirta, Timo.

    In: Journal of Financial Econometrics, Vol. 6, No. 2, 2008, p. 208-230.

    Research output: Research - peer-reviewJournal article

  6. Published

    Positivity constraints on the conditional variances in the family of conditional correlation GARCH models. / Nakatani, Tomoaki; Teräsvirta, Timo.

    In: Finance Research Letters, Vol. 5, No. 2, 2008, p. 88-95.

    Research output: Research - peer-reviewJournal article

  7. Published

    Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form. / Péguin-Feissolle, Anne; Strikholm, Birgit; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2008.

    Research output: ResearchWorking paper

  8. 2007
  9. Published

    Testing constancy of the error covariance matrix in vector models. / Eklund, Bruno; Teräsvirta, Timo.

    In: Journal of Econometrics, Vol. 140, 2007, p. 753-780.

    Research output: Research - peer-reviewJournal article

  10. 2006
  11. 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

  12. 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

  13. 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

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