Department of Economics and Business Economics

Timo Teräsvirta

  1. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2011.

    Research output: Working paper

  2. 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: Working paper

  3. 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: Contribution to book/anthology/report/proceedingBook chapter

  4. Published

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

    Aarhus : CREATES, Institut for Økonomi, Aarhus Universitet, 2011.

    Research output: Working paper

  5. Published
  6. Published
  7. Published

    Stylized facts of return series, robust estimates, and three popular models of volatility. / Teräsvirta, Timo; Zhao, Zhenfang.

    In: Applied Financial Economics, Vol. 21, No. 1-2, 2011, p. 67-94.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  8. Published

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

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.

    Research output: Working paper

  9. Published

    Stylized facts of financial time series and three popular models of volatility. / Malmsten, Hans; Teräsvirta, Timo.

    In: European Journal of Pure and Applied Mathematics, Vol. 3, No. 3, 2010, p. 443-477.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal 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: Contribution to book/anthology/report/proceedingEncyclopedia entry