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 1 100 2 2 11 152
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 56 4 5 11 182
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 1 2 106 4 9 16 66
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 46 1 1 11 153
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 1 41 5 15 22 187
Financialization, Crisis and Commodity Correlation Dynamics 0 1 1 482 3 8 15 1,055
Forecasting multivariate volatility in larger dimensions: some practical issues 0 0 0 109 3 3 4 236
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 1 2 96 4 5 20 83
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 0 62 1 4 14 54
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 1 1 197 4 7 20 439
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 3 6 18 1,251
Modelling and forecasting WIG20 daily returns 0 0 1 18 5 5 19 83
Modelling and forecasting WIG20 daily returns 0 0 1 35 5 6 13 110
Modelling conditional correlations of asset returns: A smooth transition approach 0 1 1 269 2 4 9 562
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 1 1 37 5 8 12 152
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 1 2 7 129
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 1 1 256 1 3 9 615
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 2 5 8 1,117
Multivariate GARCH models 0 0 2 455 3 3 12 1,214
Multivariate GARCH models 0 1 2 818 3 8 38 1,762
On the Benefits of Equicorrelation for Portfolio Allocation 0 0 0 38 5 6 13 133
On the economic benefit of utility based estimation of a volatility model 0 0 0 35 0 0 7 131
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 2 3 12 661
Parameterizing unconditional skewness in models for financial time series 0 0 1 86 1 2 21 261
Portfolio allocation: Getting the most out of realised volatility 0 0 0 80 2 4 9 215
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 1 1 8 114
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 2 2 10 56
Transition from the Taylor rule to the zero lower bound 0 1 2 42 2 3 8 119
Volatility Dependent Dynamic Equicorrelation 0 0 0 61 4 6 10 85
Volatility timing and portfolio selection: How best to forecast volatility 0 0 0 109 0 2 4 255
Total Working Papers 0 9 20 4,744 80 138 391 11,632

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 0 0 5 12
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 1 23 5 5 13 104
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 0 7 1 2 9 29
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 1 1 1 3 22 24
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 0 22 0 3 11 133
Financialization, crisis and commodity correlation dynamics 1 2 6 233 6 14 156 833
Long monthly European temperature series and the North Atlantic Oscillation 0 0 0 5 6 10 14 26
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 2 0 0 3 8
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 0 43 1 2 12 120
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 1 161 4 9 19 429
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 1 15 89
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 3 11 26 123
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 11 2 8 16 72
The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach 0 0 0 1 1 4 13 16
Transition from the Taylor rule to the zero lower bound 0 1 2 7 5 9 17 31
Volatility timing: How best to forecast portfolio exposures 0 0 0 31 1 2 8 165
Volatility-dependent correlations: further evidence of when, where and how 0 0 0 1 4 5 7 30
Total Journal Articles 1 3 11 590 40 88 366 2,244

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06