Department of Economics and Business Economics

Timo Teräsvirta

Common features in conditional distributions for bivariate time series

Research output: Research - peer-reviewJournal article

  • Clive W.J. Granger
    Clive W.J. GrangerDenmark
  • Andrew J. Patton
    Andrew J. PattonDenmark
  • Timo Teräsvirta
  • School of Economics and Management
Original languageEnglish
JournalJournal of Econometrics
Volume132
Pages (from-to)43-57
ISSN0304-4076
StatePublished - 2006

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