Department of Economics and Business Economics

Timo Teräsvirta

  1. Book chapter › Research › Not peer-reviewed
  2. 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: Contribution to book/anthology/report/proceedingBook chapterResearch

  3. Book chapter › Research › Peer-reviewed
  4. 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: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  5. Accepted/In press

    Models with Multiplicative Decomposition of Conditional Variances and Correlations. / Amado, Cristina; Silvennoinen, Annastiina; Terasvirta, Timo.

    Financial Mathematics, Volatility and Covariance Modelling. ed. / Julien Chevallier; Stephane Goutte; David Guerreiro; Sophie Saglio; Bilel Sanjahi. Vol. 2 Routledge, 2019.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  6. 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: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  7. Published

    Nonlinear models in macroeconometrics. / Terasvirta, Timo.

    Oxford Research Encyclopedias in Economics and Finance. Oxford : Oxford University Press, 2018.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  8. 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, 2013. p. 273-326.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  9. 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, 2013. p. 61-94.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  10. Book chapter › Communication
  11. Published

    Clive William John Granger 1934-2009. / Hendry, David F.; Teräsvirta, Timo.

    Biographical Memoirs of Fellows of the British Academy, XII. Oxford : Oxford University Press, 2013. p. 453-469.

    Research output: Contribution to book/anthology/report/proceedingBook chapterCommunication

  12. Encyclopedia entry › Research › Peer-reviewed
  13. 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 entryResearchpeer-review

  14. Working paper › Research › Not peer-reviewed
  15. 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: Working paperResearch