Timo Teräsvirta

Stockholm School of Economics - Department of Economics

P.O. Box 6501

Sveavagen 65

S-113 83 Stockholm

Sweden

SCHOLARLY PAPERS

10

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13

CROSSREF CITATIONS

9

Scholarly Papers (10)

1.

Statistical Properties of the Asymmetric Power Arch Process

Working Paper Series in Economics and Finance No 199
Number of pages: 22 Posted: 21 Jan 1998
Changli He and Timo Teräsvirta
Stockholm School of Economics - Department of Economic Statistics and Stockholm School of Economics - Department of Economics
Downloads 748 (42,443)
Citation 5

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2.

Common Factors in Conditional Distributions for Bivariate Time Series

UCSD Economics Working Paper No. 2002-19
Number of pages: 21 Posted: 06 Mar 2004
Clive W. J. Granger, Timo Teräsvirta and Andrew J. Patton
University of California, San Diego (UCSD) - Department of Economics, Stockholm School of Economics - Department of Economics and Duke University - Department of Economics
Downloads 226 (169,964)
Citation 11

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Common factors, copulas, business cycles

3.

Simulation-Based Finite Sample Linearity Test Against Smooth Transition Models

Oxford Bulletin of Economics and Statistics, Vol. 68, No. S1, pp. 797-812, December 2006
Number of pages: 16 Posted: 24 Nov 2006
Andrés González and Timo Teräsvirta
Banco de la República, Colombia and Stockholm School of Economics - Department of Economics
Downloads 22 (626,820)
Citation 2
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4.

Two Stylized Facts and the GARCH (1,1) Model

WPS96-1/96
Posted: 26 Apr 1998
Timo Teräsvirta
Stockholm School of Economics - Department of Economics

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5.

Investigating Stability and Linearity of a German M1 Money Demand Function

WPS64-8/95
Posted: 22 Apr 1998
Helmut Luetkepohl, Timo Teräsvirta and Jürgen Wolters
European University Institute, Stockholm School of Economics - Department of Economics and Free University of Berlin (FUB)

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6.

Testing Linearity Against Nonlinear Moving Average Models

Stockholm School of Economics WPS95-1/96
Posted: 21 Apr 1998
Kurt Brannas, Jan G. De Gooijer and Timo Teräsvirta
University of Umea - Department of Economics, Amsterdam School of Economics and Stockholm School of Economics - Department of Economics

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7.

Properties of Moments of a Family of GARCH Processes

Working Paper Series in Economics and Finance No 198
Posted: 16 Jan 1998
Changli He and Timo Teräsvirta
Stockholm School of Economics - Department of Economic Statistics and Stockholm School of Economics - Department of Economics

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8.

Another Look at Swedish Business Cycles, 1861-1988

Stockholm School of Economics Working Paper Series in Economics and Finance No. 130
Posted: 04 Aug 1997
Joakim Skalin and Timo Teräsvirta
Stockholm School of Economics - Department of Economic Statistics and Stockholm School of Economics - Department of Economics

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9.

Stylized Facts of Daily Return Series and the Hidden Markov Model

No 117
Posted: 12 Mar 1997
Tobias Ryden, Timo Teräsvirta and Stefan Asbrink
Lund University & University of California (Berkel, Stockholm School of Economics - Department of Economics and Stockholm School of Economics - Department of Economic Statistics

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10.

Smooth Transition Models

Stockholm School of Economics, Working Paper Series in Economics and Finance, No 132
Posted: 21 Jan 1997
Timo Teräsvirta
Stockholm School of Economics - Department of Economics

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