Items where Author is "Terasvirta, Timo"

Patton, Andrew J., Granger, Clive and Terasvirta, Timo (2006) Common factors in conditional distributions for bivariate time series. Journal of Econometrics, 132 (1). pp. 43-57. ISSN 0304-4076

Granger, Clive W. J., Terasvirta, Timo and Patton, Andrew J. (2003) Common factors in conditional distributions for Bivariate time series. Financial Markets Group Discussion Papers (455). Financial Markets Group, The London School of Economics and Political Science, London, UK.