Department of Economics and Business Economics

Timo Teräsvirta

Multivariate GARCH models

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

Standard

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/proceedingBook chapter

Harvard

Silvennoinen, A & Teräsvirta, T 2009, Multivariate GARCH models. in TG Andersen, RA Davis, J-P Kreiss & T Mikosch (eds), Handbook of Financial Time Series. Berlin, pp. 201-229.

APA

Silvennoinen, A., & Teräsvirta, T. (2009). Multivariate GARCH models. In T. G. Andersen, R. A. Davis, J-P. Kreiss, & T. Mikosch (Eds.), Handbook of Financial Time Series (pp. 201-229). Berlin.

CBE

Silvennoinen A, Teräsvirta T. 2009. Multivariate GARCH models. Andersen TG, Davis RA, Kreiss J-P, Mikosch T, editors. In Handbook of Financial Time Series. Berlin. pp. 201-229.

MLA

Silvennoinen, Annastiina and Timo Teräsvirta "Multivariate GARCH models"., Andersen, Torben G. and Davis, Richard A. Kreiss, Jens-Peter Mikosch, Thomas (ed.). Handbook of Financial Time Series. Berlin. 2009. 201-229.

Vancouver

Silvennoinen A, Teräsvirta T. Multivariate GARCH models. In Andersen TG, Davis RA, Kreiss J-P, Mikosch T, editors, Handbook of Financial Time Series. Berlin. 2009. p. 201-229.

Author

Silvennoinen, Annastiina ; Teräsvirta, Timo. / Multivariate GARCH models. Handbook of Financial Time Series. editor / Torben G. Andersen ; Richard A. Davis ; Jens-Peter Kreiss ; Thomas Mikosch. Berlin, 2009. pp. 201-229

Bibtex

@inbook{48621df03faf11de8dc9000ea68e967b,
title = "Multivariate GARCH models",
keywords = "econometrics, quantitative finance",
author = "Annastiina Silvennoinen and Timo Ter\{"a}svirta",
year = "2009",
language = "English",
isbn = "978-3-540-71296-1",
pages = "201--229",
editor = "Andersen, {Torben G.} and Davis, {Richard A.} and Jens-Peter Kreiss and Thomas Mikosch",
booktitle = "Handbook of Financial Time Series",

}

RIS

TY - CHAP

T1 - Multivariate GARCH models

AU - Silvennoinen,Annastiina

AU - Teräsvirta,Timo

PY - 2009

Y1 - 2009

KW - econometrics, quantitative finance

M3 - Book chapter

SN - 978-3-540-71296-1

SP - 201

EP - 229

BT - Handbook of Financial Time Series

CY - Berlin

ER -