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 56 2 5 5 176
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 1 1 100 1 4 6 146
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 0 1 105 3 3 5 54
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 46 1 4 5 146
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 1 41 1 3 6 170
Financialization, Crisis and Commodity Correlation Dynamics 0 0 2 481 3 4 7 1,045
Forecasting multivariate volatility in larger dimensions: some practical issues 0 0 0 109 0 0 1 233
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 0 4 95 3 9 17 76
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 1 62 2 4 8 44
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 0 196 1 7 7 426
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 0 7 9 1,241
Modelling and forecasting WIG20 daily returns 0 0 0 34 0 1 5 100
Modelling and forecasting WIG20 daily returns 0 0 1 17 2 5 7 69
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 0 268 0 2 3 555
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 2 2 5 126
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 2 2 3 143
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 255 2 2 2 608
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 0 1 2 1,110
Multivariate GARCH models 1 1 3 817 2 9 24 1,742
Multivariate GARCH models 0 0 1 454 3 5 6 1,208
On the Benefits of Equicorrelation for Portfolio Allocation 0 0 0 38 2 4 6 125
On the economic benefit of utility based estimation of a volatility model 0 0 0 35 1 4 4 128
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 2 4 6 654
Parameterizing unconditional skewness in models for financial time series 0 1 1 86 1 4 13 253
Portfolio allocation: Getting the most out of realised volatility 0 0 0 80 1 4 5 210
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 3 4 6 52
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 1 5 7 112
Transition from the Taylor rule to the zero lower bound 0 0 0 40 1 2 3 113
Volatility Dependent Dynamic Equicorrelation 0 0 0 61 1 2 3 77
Volatility timing and portfolio selection: How best to forecast volatility 0 0 0 109 0 0 1 252
Total Working Papers 1 3 16 4,731 43 112 187 11,394

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 1 5 11
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 1 2 23 1 3 6 96
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 2 7 0 2 8 24
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 1 1 3 10 14 15
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 0 22 3 4 5 127
Financialization, crisis and commodity correlation dynamics 0 1 7 231 76 90 136 795
Long monthly European temperature series and the North Atlantic Oscillation 0 0 0 5 1 2 4 14
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 2 0 2 2 7
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 0 43 0 4 7 113
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 1 1 161 0 7 9 417
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 5 6 9 82
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 0 2 9 106
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 11 2 4 4 60
The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach 0 0 1 1 1 3 8 8
Transition from the Taylor rule to the zero lower bound 0 0 0 5 0 1 3 15
Volatility timing: How best to forecast portfolio exposures 0 0 0 31 2 3 3 160
Volatility-dependent correlations: further evidence of when, where and how 0 0 0 1 0 0 0 23
Total Journal Articles 0 3 14 586 94 144 232 2,073

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Statistics updated 2026-01-09