Timo Teraesvirta
AuthID: R-006-F05
1
TITLE: Specification and testing of multiplicative time-varying GARCH models with applications
AUTHORS: Cristina Amado; Timo Terasvirta;
PUBLISHED: 2017, SOURCE: ECONOMETRIC REVIEWS, VOLUME: 36, ISSUE: 4
AUTHORS: Cristina Amado; Timo Terasvirta;
PUBLISHED: 2017, SOURCE: ECONOMETRIC REVIEWS, VOLUME: 36, ISSUE: 4
INDEXED IN: 
WOS
WOS2
TITLE: Modelling and Forecasting WIG20 Daily Returns
AUTHORS: Cristina Amado; Annastiina Silvennoinen; Timo Terasvirta;
PUBLISHED: 2017, SOURCE: CENTRAL EUROPEAN JOURNAL OF ECONOMIC MODELLING AND ECONOMETRICS, VOLUME: 9, ISSUE: 3
AUTHORS: Cristina Amado; Annastiina Silvennoinen; Timo Terasvirta;
PUBLISHED: 2017, SOURCE: CENTRAL EUROPEAN JOURNAL OF ECONOMIC MODELLING AND ECONOMETRICS, VOLUME: 9, ISSUE: 3
INDEXED IN: WOS
WOS3
TITLE: Modelling changes in the unconditional variance of long stock return series Full Text
AUTHORS: Cristina Amado; Timo Teraesvirta;
PUBLISHED: 2014, SOURCE: JOURNAL OF EMPIRICAL FINANCE, VOLUME: 25
AUTHORS: Cristina Amado; Timo Teraesvirta;
PUBLISHED: 2014, SOURCE: JOURNAL OF EMPIRICAL FINANCE, VOLUME: 25
4
TITLE: Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations
AUTHORS: Cristina Amado; Timo Terasvirta;
PUBLISHED: 2014, SOURCE: JOURNAL OF BUSINESS & ECONOMIC STATISTICS, VOLUME: 32, ISSUE: 1
AUTHORS: Cristina Amado; Timo Terasvirta;
PUBLISHED: 2014, SOURCE: JOURNAL OF BUSINESS & ECONOMIC STATISTICS, VOLUME: 32, ISSUE: 1
5
TITLE: Modelling volatility by variance decomposition Full Text
AUTHORS: Cristina Amado; Timo Terasvirta;
PUBLISHED: 2013, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 175, ISSUE: 2
AUTHORS: Cristina Amado; Timo Terasvirta;
PUBLISHED: 2013, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 175, ISSUE: 2
