Department of Economics and Business Economics

Timo Teräsvirta

Testing constancy of unconditional variance in volatility models by misspecification and specification tests

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

    Annastiina Silvennoinen, Queensland University of Technology QUT, Australia
  • Timo Terasvirta
Original languageEnglish
JournalStudies in Nonlinear Dynamics and Econometrics (Online)
Volume20
Issue number4
Pages (from-to)347-364
Number of pages18
ISSN1081-1826
DOIs
StatePublished - 2016

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