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 3 6 177
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 1 100 0 5 9 150
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 1 1 2 106 2 8 9 59
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 46 0 7 11 152
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 1 41 9 12 17 181
Financialization, Crisis and Commodity Correlation Dynamics 1 1 2 482 3 8 11 1,050
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 1 1 4 96 1 6 18 79
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 0 62 3 11 15 53
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 1 1 1 197 1 8 14 433
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 2 6 14 1,247
Modelling and forecasting WIG20 daily returns 0 1 1 35 0 4 8 104
Modelling and forecasting WIG20 daily returns 0 1 2 18 0 11 15 78
Modelling conditional correlations of asset returns: A smooth transition approach 1 1 1 269 1 4 6 559
Models with Multiplicative Decomposition of Conditional Variances and Correlations 1 1 1 37 2 5 6 146
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 1 4 6 128
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 1 3 4 1,113
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 1 1 1 256 2 8 8 614
Multivariate GARCH models 0 1 2 455 0 6 9 1,211
Multivariate GARCH models 1 2 3 818 4 18 37 1,758
On the Benefits of Equicorrelation for Portfolio Allocation 0 0 0 38 0 4 8 127
On the economic benefit of utility based estimation of a volatility model 0 0 0 35 0 4 7 131
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 1 7 10 659
Parameterizing unconditional skewness in models for financial time series 0 0 1 86 0 7 19 259
Portfolio allocation: Getting the most out of realised volatility 0 0 0 80 1 3 7 212
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 0 5 8 54
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 0 2 8 113
Transition from the Taylor rule to the zero lower bound 1 2 2 42 1 5 6 117
Volatility Dependent Dynamic Equicorrelation 0 0 0 61 1 4 5 80
Volatility timing and portfolio selection: How best to forecast volatility 0 0 0 109 2 3 4 255
Total Working Papers 9 14 25 4,744 38 181 306 11,532

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 6 12
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 2 23 0 4 9 99
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 1 7 1 4 9 28
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 1 1 0 9 20 21
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 0 22 2 8 10 132
Financialization, crisis and commodity correlation dynamics 0 0 5 231 4 104 159 823
Long monthly European temperature series and the North Atlantic Oscillation 0 0 0 5 1 4 7 17
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 2 0 1 3 8
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 0 43 0 5 11 118
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 1 161 0 3 10 420
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 1 12 16 89
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 5 11 20 117
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 11 3 9 11 67
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 6 13 13
Transition from the Taylor rule to the zero lower bound 1 2 2 7 3 10 11 25
Volatility timing: How best to forecast portfolio exposures 0 0 0 31 1 6 7 164
Volatility-dependent correlations: further evidence of when, where and how 0 0 0 1 1 3 3 26
Total Journal Articles 1 2 13 588 23 200 325 2,179

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 2026-03-04