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 1 2 3 143
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 0 1 105 0 0 3 51
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 46 0 0 1 142
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 1 41 0 1 3 167
Financialization, Crisis and Commodity Correlation Dynamics 0 0 2 481 1 1 4 1,042
Forecasting multivariate volatility in larger dimensions: some practical issues 0 0 0 109 0 1 1 233
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 0 4 95 2 4 11 69
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 1 62 0 0 6 40
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 0 196 6 6 6 425
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 4 5 6 1,238
Modelling and forecasting WIG20 daily returns 0 0 1 17 0 0 2 64
Modelling and forecasting WIG20 daily returns 0 0 0 34 0 1 4 99
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 0 268 1 1 2 554
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 0 1 1 141
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 0 1 3 124
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 0 0 1 1,109
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 255 0 0 0 606
Multivariate GARCH models 0 0 1 454 0 0 2 1,203
Multivariate GARCH models 0 0 3 816 7 11 28 1,740
On the Benefits of Equicorrelation for Portfolio Allocation 0 0 0 38 1 2 3 122
On the economic benefit of utility based estimation of a volatility model 0 0 0 35 2 2 2 126
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 0 1 3 650
Parameterizing unconditional skewness in models for financial time series 0 0 0 85 0 0 9 249
Portfolio allocation: Getting the most out of realised volatility 0 0 0 80 0 0 2 206
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 0 0 2 48
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 1 2 3 108
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 1 1 252
Total Working Papers 0 0 14 4,728 26 43 116 11,308

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 2 4 10
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 1 22 0 0 4 93
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 2 7 0 1 7 22
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 1 1 3 4 8 8
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics 0 0 0 22 0 0 2 123
Financialization, crisis and commodity correlation dynamics 1 2 9 231 8 22 56 713
Long monthly European temperature series and the North Atlantic Oscillation 0 0 1 5 0 0 4 12
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 1 2 0 0 1 5
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 0 43 1 2 4 110
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 0 160 5 5 7 415
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 1 3 4 77
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 0 1 7 104
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 1 11 1 1 3 57
The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach 0 0 1 1 0 0 5 5
Transition from the Taylor rule to the zero lower bound 0 0 1 5 0 0 4 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 2 18 584 19 41 121 1,948

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Statistics updated 2025-11-08