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: Contribution to book/anthology/report/proceeding › Book chapter
Smooth transition regression modeling. / Teräsvirta, Timo.
Applied Time Series Econometrics. ed. / Helmut Lütkepohl; Markus Krätzig. China Machine Press, 2009. p. 172-187.Research output: Contribution to book/anthology/report/proceeding › Book chapter
Testing for volatility interactions in the Constant Conditional Correlation GARCH model. / Nakatani, Tomoaki; Teräsvirta, Timo.
In: Econometrics Journal, Vol. 12, No. 1, 2009, p. 147-163.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article
Testing parameter constancy in stationary vector autoregressive models against continuous change. / He, Changli; González, Andrés; Teräsvirta, Timo.
In: Econometric Reviews, Vol. 28, No. 1-3, 2009, p. 225-245.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article
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/proceeding › Encyclopedia entry
Forecasting with nonlinear time series models. / Kock, Anders Bredahl; Teräsvirta, Timo.
Aarhus : Institut for Økonomi, Aarhus Universitet, 2010.Research output: Working paper
Modelling nonlinear economic time series. / Teräsvirta, Timo; Tjøstheim, Dag; Granger, Clive W.J.
Oxford : Oxford University Press, 2010. 432 p.Research output: Book/anthology/dissertation/report › Book
Sir Clive William John Granger, 1934-2009. / Teräsvirta, Timo.
In: New Zealand Economic Papers, Vol. 44, No. 2, 2010, p. 121-127.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article
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 newspaper › Journal article
Working with Clive Granger: two short memories. / Teräsvirta, Timo.
In: Journal of Financial Econometrics, Vol. 8, No. 2, 2010, p. 191-192.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article