Timo Teräsvirta
Wirtschaftswissenschaftler
Geboren:
1941
Werke:
- Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks
- A simple variable selection technique for nonlinear models
- A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model
- Financial sector and output dynamics in the euro area countries