Search Results for Terasvirta, Timo.

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Cover image for Modelling nonlinear economic time series
Modelling nonlinear economic time series
by 
Terasvirta, Timo.
Format: 
Books
Publication Date 
2010
Excerpt: 
Modelling nonlinear economic time series / Terasvirta, Timo.
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Cover image for Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger
Cointegration, causality, and forecasting : a Festschrift in honour of Clive W. J. Granger
by 
Engle, R. F. (Robert F.)
Format: 
Books
Publication Date 
1999
Excerpt: 
Teräsvirta -- 20: A long-run and short-run component model of stock return volatility / Robert F. Engle and
Available: Copies:
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