Access Statistics for Annastiina Silvennoinen

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 8 20 46 68 11 30 104 148
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 21 91 292 14 71 262 765
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 2 11 44 359 3 18 95 804
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 3 3 22 162 9 14 55 356
Multivariate GARCH models 8 23 102 331 19 46 235 493
Multivariate GARCH models 9 29 97 150 18 64 223 277
On the economic benefit of utility based estimation of a volatility model 2 11 11 11 3 12 12 12
Parameterizing Unconditional Skewness in Models for Financial Time Series 2 3 26 182 6 17 86 447
Parameterizing unconditional skewness in models for financial time series 2 6 19 37 5 10 41 74
Total Working Papers 36 127 458 1,592 88 282 1,113 3,376


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 7 8 8 8 16 20 20 20
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 2 2 1 4 11 11
Total Journal Articles 7 8 10 10 17 24 31 31


Statistics updated 2009-12-07