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Results: 1-3 |
Results: 3
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach
Authors: Silvennoinen, Annastiina Teräsvirta, Timo
Citation: Silvennoinen, Annastiina et Teräsvirta, Timo, Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach, Econometric reviews , 34(1-2), 2015, pp. 174-197
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model
Authors: Catani, Paul Teräsvirta, Timo Yin, Meiqun
Citation: Catani, Paul et al., A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model, Econometric reviews , 36(6-9), 2017, pp. 599-621
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques
Authors: Bredahl Kock, Anders Teräsvirta, Timo
Citation: Bredahl Kock, Anders et Teräsvirta, Timo, Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques, Econometric reviews , 35(8-10), 2016, pp. 1753-1779
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