Department of Economics and Business Economics

Timo Teräsvirta

  1. 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

  2. Published

    Forecasting economic variables with nonlinear models. / Teräsvirta, Timo.

    Handbook of economic forecasting. ed. / G. Elliott; C.W.J. Granger; A. Timmermann. Vol. 1 Amsterdam : Pergamon Press, 2006. p. 413-457.

    Research output: ResearchBook chapter

  3. Published

    Forecasting with nonlinear time series models. / Kock, Anders Bredahl; Teräsvirta, Timo.

    Oxford Handbook of Economic Forecasting. ed. / Michael P. Clements; David F. Hendry. Oxford : Oxford University Press, 2011. p. 61-87.

    Research output: Research - peer-reviewBook chapter

  4. Published

    Introduction to univariate GARCH models. / Teräsvirta, Timo.

    Handbook of Financial Time Series. ed. / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiss; Thomas Mikosch. Berlin : Springer, 2009. p. 17-42.

    Research output: ResearchBook chapter

  5. Published

    Modelling volatility by multiplicative decomposition of the variance. / Amado, Cristina; Teräsvirta, Timo.

    Suomen Tilastoseuran vuosikirja 2010. Helsinki : Finnish Statistical Society, 2011. p. 63-71.

    Research output: ResearchBook chapter

  6. Published

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

    Handbook of Financial Time Series. ed. / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiss; Thomas Mikosch. Berlin, 2009. p. 201-229.

    Research output: ResearchBook chapter

  7. Published

    Nonlinear models for autoregressive conditional heteroskedasticity. / Teräsvirta, Timo.

    Handbook of volatility models and their applications. ed. / Luc Bauwens; Christian Hafner; Sébastien Laurent. New York : John Wiley & Sons Ltd, 2012. p. 49-69.

    Research output: Research - peer-reviewBook chapter

  8. Accepted/In press

    Nonlinear models in macroeconometrics. / Terasvirta, Timo.

    Oxford Research Encyclopedia in Economics and Finance. Oxford : Oxford University Press, 2017.

    Research output: Research - peer-reviewBook chapter

  9. Published

    Smooth transition regression modeling. / Teräsvirta, Timo.

    Applied Time Series Econometrics. ed. / Helmut Lütkepohl; Markus Krätzig. China Machine Press, 2009. p. 172-187.

    Research output: ResearchBook chapter

  10. Published

    Thresholds and smooth transitions in vector autoregressive models. / Hubrich, Kirstin; Teräsvirta, Timo.

    VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims. ed. / Thomas B. Fomby; Lutz Kilian; Anthony Murphy. Cambridge, MA : Emerald Group Publishing Limited, 2013. p. 273-326.

    Research output: Research - peer-reviewBook chapter

  11. Published

    Unit Roots, Non-linearities, and Structural Breaks. / Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; Varneskov, Rasmus T.

    Handbook of Research Methods and Applications in Empirical Macroeconomics. ed. / Nigar Hashimzade; Michael A. Thornton. Cheltenham : Edward Elgar Publishing, Incorporated, 2013. p. 61-94.

    Research output: Research - peer-reviewBook chapter

  12. Published

    Univariate time series models. / Teräsvirta, Timo.

    Palgrave Handbook of econometrics: Econometric Theory. ed. / K. Patterson; T.C. Mills. Vol. 1 Basingstoke : Palgrave Macmillan, 2006. p. 396-424.

    Research output: ResearchBook chapter