Department of Economics and Business Economics

Timo Teräsvirta

Nonlinear models for autoregressive conditional heteroskedasticity

Research output: Research - peer-reviewBook chapter

Standard

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: Research - peer-reviewBook chapter

Harvard

Teräsvirta, T 2012, Nonlinear models for autoregressive conditional heteroskedasticity. in L Bauwens, CH & S Laurent (eds), Handbook of volatility models and their applications. John Wiley & Sons Ltd, New York, Wiley Handbooks in Financial Engineering and Econometrics, pp. 49-69.

APA

Teräsvirta, T. (2012). Nonlinear models for autoregressive conditional heteroskedasticity. In L. Bauwens, C. H., & S. Laurent (Eds.), Handbook of volatility models and their applications (pp. 49-69). New York: John Wiley & Sons Ltd. Wiley Handbooks in Financial Engineering and Econometrics

CBE

Teräsvirta T. 2012. Nonlinear models for autoregressive conditional heteroskedasticity. Bauwens L, CH, Laurent S, editors. In Handbook of volatility models and their applications. New York: John Wiley & Sons Ltd. pp. 49-69. (Wiley Handbooks in Financial Engineering and Econometrics).

MLA

Teräsvirta, Timo "Nonlinear models for autoregressive conditional heteroskedasticity"., Bauwens, Luc Christian Hafner Laurent, Sébastien (ed.). Handbook of volatility models and their applications. Chapter 2, New York: John Wiley & Sons Ltd. (Wiley Handbooks in Financial Engineering and Econometrics). 2012. 49-69.

Vancouver

Teräsvirta T. Nonlinear models for autoregressive conditional heteroskedasticity. In Bauwens L, CH, Laurent S, editors, Handbook of volatility models and their applications. New York: John Wiley & Sons Ltd. 2012. p. 49-69. (Wiley Handbooks in Financial Engineering and Econometrics).

Author

Teräsvirta, Timo. / Nonlinear models for autoregressive conditional heteroskedasticity. Handbook of volatility models and their applications. editor / Luc Bauwens ; Christian Hafner ; Sébastien Laurent. New York : John Wiley & Sons Ltd, 2012. pp. 49-69 (Wiley Handbooks in Financial Engineering and Econometrics).

Bibtex

@inbook{1c9f59ce37cb4a068d629bc4e87ae453,
title = "Nonlinear models for autoregressive conditional heteroskedasticity",
author = "Timo Teräsvirta",
year = "2012",
isbn = "978-0-470-87521-2",
pages = "49--69",
editor = "Luc Bauwens and {Christian Hafner} and Sébastien Laurent",
booktitle = "Handbook of volatility models and their applications",
publisher = "John Wiley & Sons Ltd",

}

RIS

TY - CHAP

T1 - Nonlinear models for autoregressive conditional heteroskedasticity

AU - Teräsvirta,Timo

PY - 2012

Y1 - 2012

M3 - Book chapter

SN - 978-0-470-87521-2

SP - 49

EP - 69

BT - Handbook of volatility models and their applications

PB - John Wiley & Sons Ltd

ER -