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 0 0 2 171
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 99 0 0 1 141
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 0 0 104 0 0 4 50
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 1 46 0 0 5 142
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 1 1 1 41 1 2 7 166
Financialization, Crisis and Commodity Correlation Dynamics 0 1 3 481 1 2 6 1,041
Forecasting multivariate volatility in larger dimensions: some practical issues 0 0 0 109 0 0 1 232
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 1 5 94 1 2 10 64
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 3 62 0 2 9 40
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 0 2 1,233
Modelling and forecasting WIG20 daily returns 0 0 0 34 1 1 3 98
Modelling and forecasting WIG20 daily returns 0 0 1 17 0 0 2 64
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 0 268 0 0 1 553
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 0 0 1 140
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 0 1 5 123
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 255 0 0 0 606
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 0 0 1 1,109
Multivariate GARCH models 0 1 6 816 3 7 27 1,728
Multivariate GARCH models 0 1 3 454 0 1 7 1,203
On the Benefits of Equicorrelation for Portfolio Allocation 0 0 1 38 0 1 2 120
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 0 2 649
Parameterizing unconditional skewness in models for financial time series 0 0 0 85 8 8 8 248
Portfolio allocation: Getting the most out of realised volatility 0 0 0 80 0 1 2 206
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 1 2 2 48
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 0 0 1 106
Transition from the Taylor rule to the zero lower bound 0 0 0 40 0 0 1 111
Volatility Dependent Dynamic Equicorrelation 0 0 0 61 0 0 1 75
Volatility timing and portfolio selection: How best to forecast volatility 0 0 0 109 0 0 1 251
Total Working Papers 1 5 27 4,726 16 30 117 11,261

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 1 7
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 1 1 22 0 1 2 91
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 3 7 0 0 9 20
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 0 22 1 1 3 123
Financialization, crisis and commodity correlation dynamics 1 3 11 229 3 20 44 686
Long monthly European temperature series and the North Atlantic Oscillation 0 0 2 5 0 1 5 12
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 1 2 0 0 3 5
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 0 43 0 0 2 108
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 2 160 0 0 5 410
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 0 2 74
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 0 1 1 98
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 1 11 0 0 3 56
Transition from the Taylor rule to the zero lower bound 0 0 2 5 0 0 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 23 580 4 24 86 1,884

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Statistics updated 2025-07-04