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Publications by Timo Teräsvirta

A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market

Journal of Applied Econometrics
EconomicsEconometricsSocial Sciences
2015English

Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model

Econometrics Journal
EconomicsEconometrics
2009English

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