Department of Economics and Business Economics

Timo Teräsvirta

Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Standard

Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations. / Amado, Cristina; Teräsvirta, Timo.

In: Journal of Business and Economic Statistics, Vol. 32, No. 1, 2014, p. 69-87.

Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

Harvard

APA

CBE

MLA

Vancouver

Author

Bibtex

@article{2b97fb86a8404b61a194813ceca29ea6,
title = "Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations",
author = "Cristina Amado and Timo Ter{\"a}svirta",
year = "2014",
doi = "10.1080/07350015.2013.847376",
language = "English",
volume = "32",
pages = "69--87",
journal = "Journal of Business and Economic Statistics",
issn = "0735-0015",
publisher = "Taylor & Francis Inc.",
number = "1",

}

RIS

TY - JOUR

T1 - Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

AU - Amado,Cristina

AU - Teräsvirta,Timo

PY - 2014

Y1 - 2014

U2 - 10.1080/07350015.2013.847376

DO - 10.1080/07350015.2013.847376

M3 - Journal article

VL - 32

SP - 69

EP - 87

JO - Journal of Business and Economic Statistics

T2 - Journal of Business and Economic Statistics

JF - Journal of Business and Economic Statistics

SN - 0735-0015

IS - 1

ER -