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
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 99 0 1 1 141
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 56 0 0 2 171
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 0 0 104 0 1 4 50
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 1 46 1 1 8 142
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 0 40 0 0 7 164
Financialization, Crisis and Commodity Correlation Dynamics 0 1 3 480 0 1 6 1,039
Forecasting multivariate volatility in larger dimensions: some practical issues 0 0 2 109 0 0 3 232
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 1 2 5 93 1 3 10 62
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 1 3 62 0 2 10 38
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 3 196 0 0 3 419
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 0 1 5 1,233
Modelling and forecasting WIG20 daily returns 1 1 1 17 1 2 2 64
Modelling and forecasting WIG20 daily returns 0 0 0 34 1 2 3 97
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 0 268 0 1 2 553
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 0 0 2 140
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 0 1 4 122
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 1 255 0 0 1 606
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 0 1 2 1,109
Multivariate GARCH models 0 1 8 815 0 3 33 1,721
Multivariate GARCH models 0 0 2 453 0 0 8 1,202
On the Benefits of Equicorrelation for Portfolio Allocation 0 0 1 38 0 0 1 119
On the economic benefit of utility based estimation of a volatility model 0 0 0 35 0 0 0 124
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 0 1 2 649
Parameterizing unconditional skewness in models for financial time series 0 0 1 85 0 0 2 240
Portfolio allocation: Getting the most out of realised volatility 0 0 0 80 0 0 1 205
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 0 0 0 46
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 1 1 1 106
Transition from the Taylor rule to the zero lower bound 0 0 2 40 0 1 5 111
Volatility Dependent Dynamic Equicorrelation 0 0 0 61 0 1 1 75
Volatility timing and portfolio selection: How best to forecast volatility 0 0 0 109 0 0 1 251
Total Working Papers 2 6 33 4,721 5 24 130 11,231

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model 0 0 0 3 1 1 1 7
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 0 21 0 0 1 90
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 1 2 3 7 1 4 9 20
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 3 22 0 0 5 122
Financialization, crisis and commodity correlation dynamics 0 2 11 226 2 7 35 666
Long monthly European temperature series and the North Atlantic Oscillation 0 0 2 5 1 1 5 11
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 2 2 0 0 4 5
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 1 43 1 2 3 108
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 3 160 0 2 6 410
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 1 1 3 74
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 0 0 0 97
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 1 11 0 0 5 56
Transition from the Taylor rule to the zero lower bound 0 0 2 5 0 2 5 14
Volatility timing: How best to forecast portfolio exposures 0 0 0 31 0 0 0 157
Volatility-dependent correlations: further evidence of when, where and how 0 0 0 1 0 0 1 23
Total Journal Articles 1 4 28 576 7 20 83 1,860

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Statistics updated 2025-04-04