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 3 13 155
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 1 1 57 1 3 15 186
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 0 1 106 1 1 17 68
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 46 2 2 14 156
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 0 41 2 4 26 192
Financialization, Crisis and Commodity Correlation Dynamics 0 0 2 483 1 2 20 1,061
Forecasting multivariate volatility in larger dimensions: some practical issues 0 0 0 109 0 2 5 238
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 0 1 96 2 3 21 88
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 0 62 1 2 17 57
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 1 197 1 5 25 444
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 0 3 20 1,254
Modelling and forecasting WIG20 daily returns 0 0 1 18 2 2 21 85
Modelling and forecasting WIG20 daily returns 0 0 1 35 1 1 15 113
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 1 269 1 1 10 563
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 8 9 15 139
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 1 37 1 2 15 155
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 1 256 0 2 11 617
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 1 3 12 1,121
Multivariate GARCH models 0 0 1 455 0 0 14 1,217
Multivariate GARCH models 0 0 2 818 0 1 36 1,766
On the Benefits of Equicorrelation for Portfolio Allocation 0 0 0 38 0 0 12 133
On the economic benefit of utility based estimation of a volatility model 0 0 0 35 0 0 8 132
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 0 2 13 663
Parameterizing unconditional skewness in models for financial time series 0 0 1 86 2 6 18 267
Portfolio allocation: Getting the most out of realised volatility 0 0 0 80 1 1 10 216
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 0 0 9 57
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 0 0 7 114
Transition from the Taylor rule to the zero lower bound 0 0 2 42 1 1 9 120
Volatility Dependent Dynamic Equicorrelation 0 0 0 61 1 1 11 86
Volatility timing and portfolio selection: How best to forecast volatility 0 0 0 109 0 0 4 255
Total Working Papers 0 1 18 4,746 32 62 443 11,718

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 4 14
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 1 23 1 1 13 106
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 0 7 0 1 8 30
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 1 1 1 22 27
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 0 22 1 1 11 134
Financialization, crisis and commodity correlation dynamics 0 0 4 233 2 6 146 846
Long monthly European temperature series and the North Atlantic Oscillation 0 0 0 5 2 4 19 31
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 2 0 0 4 9
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 1 1 44 0 5 16 125
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 1 2 162 3 4 24 434
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 1 18 92
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 0 1 21 125
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 11 2 2 20 76
The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach 0 0 0 1 0 1 13 18
Transition from the Taylor rule to the zero lower bound 0 0 2 7 0 0 19 33
Volatility timing: How best to forecast portfolio exposures 0 0 0 31 0 1 10 167
Volatility-dependent correlations: further evidence of when, where and how 0 0 0 1 1 2 10 33
Total Journal Articles 0 2 10 592 13 32 378 2,300

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Statistics updated 2026-09-10