Department of Economics and Business Economics

Timo Teräsvirta

  1. 2010
  2. Published

    Sir Clive William John Granger, 1934-2009. / Teräsvirta, Timo.

    In: New Zealand Economic Papers, Vol. 44, No. 2, 2010, p. 121-127.

    Research output: ResearchJournal article

  3. Published

    Working with Clive Granger: two short memories. / Teräsvirta, Timo.

    In: Journal of Financial Econometrics, Vol. 8, No. 2, 2010, p. 191-192.

    Research output: ResearchJournal article

  4. 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: Research - peer-reviewJournal article

  5. 2009
  6. Published

    Forecasting inflation with gradual regime shifts and exogenous information. / González, Andrés; Hubrich, Kirstin; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2009.

    Research output: ResearchWorking paper

  7. 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

  8. 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

  9. 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

  10. Published

    Modelling multivariate autoregressive conditional heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model. / Silvennoinen, Annastiina; Teräsvirta, Timo.

    In: Journal of Financial Econometrics, Vol. 7, No. 4, 2009, p. 373-411.

    Research output: Research - peer-reviewJournal article

  11. Published

    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: Research - peer-reviewJournal article

  12. Published

    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: Research - peer-reviewJournal article