Access Statistics for Annastiina Silvennoinen

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	0	1	12	153
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market	0	1	1	57	0	3	14	185
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model	0	0	1	106	0	1	16	67
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model	0	0	0	46	0	1	12	154
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics	0	0	0	41	2	3	24	190
Financialization, Crisis and Commodity Correlation Dynamics	0	1	2	483	0	5	19	1,060
Forecasting multivariate volatility in larger dimensions: some practical issues	0	0	0	109	0	2	6	238
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model	0	0	1	96	0	3	21	86
Long Monthly European Temperature Series and the North Atlantic Oscillation	0	0	0	62	1	2	16	56
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model	0	0	1	197	0	4	24	443
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model	0	0	0	304	0	3	21	1,254
Modelling and forecasting WIG20 daily returns	0	0	1	18	0	0	19	83
Modelling and forecasting WIG20 daily returns	0	0	1	35	0	2	14	112
Modelling conditional correlations of asset returns: A smooth transition approach	0	0	1	269	0	0	9	562
Models with Multiplicative Decomposition of Conditional Variances and Correlations	0	0	0	53	0	2	8	131
Models with Multiplicative Decomposition of Conditional Variances and Correlations	0	0	1	37	1	2	14	154
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations	0	0	1	256	1	2	11	617
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations	0	0	0	424	0	3	11	1,120
Multivariate GARCH models	0	0	2	818	1	4	37	1,766
Multivariate GARCH models	0	0	1	455	0	3	14	1,217
On the Benefits of Equicorrelation for Portfolio Allocation	0	0	0	38	0	0	13	133
On the economic benefit of utility based estimation of a volatility model	0	0	0	35	0	1	8	132
Parameterizing Unconditional Skewness in Models for Financial Time Series	0	0	0	234	0	2	14	663
Parameterizing unconditional skewness in models for financial time series	0	0	1	86	1	4	16	265
Portfolio allocation: Getting the most out of realised volatility	0	0	0	80	0	0	9	215
Testing constancy of unconditional variance in volatility models by misspecification and specification tests	0	0	0	72	0	0	8	114
Testing constancy of unconditional variance in volatility models by misspecification and specification tests	0	0	0	23	0	1	9	57
Transition from the Taylor rule to the zero lower bound	0	0	2	42	0	0	8	119
Volatility Dependent Dynamic Equicorrelation	0	0	0	61	0	0	10	85
Volatility timing and portfolio selection: How best to forecast volatility	0	0	0	109	0	0	4	255
Total Working Papers	0	2	18	4,746	7	54	421	11,686

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	6	14
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market	0	0	1	23	0	1	12	105
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks	0	0	0	7	1	1	9	30
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model	0	0	0	1	0	2	22	26
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics	0	0	0	22	0	0	10	133
Financialization, crisis and commodity correlation dynamics	0	0	4	233	3	11	153	844
Long monthly European temperature series and the North Atlantic Oscillation	0	0	0	5	2	3	17	29
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model	0	0	0	2	0	1	4	9
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach	0	1	1	44	0	5	17	125
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model	0	1	2	162	0	2	21	431
Modelling and Forecasting WIG20 Daily Returns	0	0	0	11	0	3	18	92
Parameterizing Unconditional Skewness in Models for Financial Time Series	0	0	0	28	0	2	22	125
Testing constancy of unconditional variance in volatility models by misspecification and specification tests	0	0	0	11	0	2	18	74
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	2	13	18
Transition from the Taylor rule to the zero lower bound	0	0	2	7	0	2	19	33
Volatility timing: How best to forecast portfolio exposures	0	0	0	31	1	2	10	167
Volatility-dependent correlations: further evidence of when, where and how	0	0	0	1	1	2	9	32
Total Journal Articles	0	2	10	592	9	43	380	2,287

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Statistics updated 2026-08-07