Research output per year
Research output per year
Personal profile
External positions
Visiting Professor, Tianjin University of Finance and Economics
2017 → …
Visiting Researcher, Humboldt University of Berlin
2016 → …
Areas of expertise
- nonlinear time series
- modelling volatility
- climate econometrics
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Dive into the research topics where Timo Teräsvirta is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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A new GARCH model with a deterministic time-varying intercept
Ahlgren, N., Back, A. & Teräsvirta, T., 7 Oct 2024, (Unpublished) 52 p.Research output: Working paper/Preprint › Working paper › Research
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Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, A. & Teräsvirta, T., 2024, In: Econometrics and Statistics. 32, p. 57-72 16 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access -
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model
Silvennoinen, A. & Teräsvirta, T., Oct 2024, In: Econometrics and Statistics. 32, p. 57-72 16 p.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
Open Access -
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, C., Kang, J., Silvennoinen, A. & Teräsvirta, T., Feb 2024, In: Journal of Econometrics. 239, 1, 17 p., 105494.Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaper › Journal article › Research › peer-review
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The effect of the North Atlantic Oscillation on monthly precipitation in selected European locations: A nonlinear time series approach
Kang, J., He, C., Silvennoinen, A. & Teräsvirta, T., 2024, Social Science Research Network, 100 p.Research output: Working paper/Preprint › Working paper › Research
Open Access
Prizes
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Distinguished Professor of the Tianjin University of Finance and Economics
Teräsvirta, Timo (Recipient), 19 Apr 2017
Prize: Prizes, scholarships, distinctions