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	0	56	1	6	12	183
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market	0	0	1	100	0	2	11	152
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model	0	0	2	106	1	8	17	67
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model	0	0	0	46	1	2	12	154
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics	0	0	1	41	1	7	23	188
Financialization, Crisis and Commodity Correlation Dynamics	1	1	2	483	4	9	19	1,059
Forecasting multivariate volatility in larger dimensions: some practical issues	0	0	0	109	0	3	4	236
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model	0	0	2	96	2	6	22	85
Long Monthly European Temperature Series and the North Atlantic Oscillation	0	0	0	62	1	2	15	55
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model	0	0	1	197	0	6	20	439
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model	0	0	0	304	0	4	18	1,251
Modelling and forecasting WIG20 daily returns	0	0	1	18	0	5	19	83
Modelling and forecasting WIG20 daily returns	0	0	1	35	2	8	15	112
Modelling conditional correlations of asset returns: A smooth transition approach	0	0	1	269	0	3	9	562
Models with Multiplicative Decomposition of Conditional Variances and Correlations	0	0	0	53	1	2	7	130
Models with Multiplicative Decomposition of Conditional Variances and Correlations	0	0	1	37	1	7	13	153
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations	0	0	1	256	0	1	9	615
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations	0	0	0	424	1	5	9	1,118
Multivariate GARCH models	0	0	2	818	3	7	40	1,765
Multivariate GARCH models	0	0	1	455	3	6	14	1,217
On the Benefits of Equicorrelation for Portfolio Allocation	0	0	0	38	0	6	13	133
On the economic benefit of utility based estimation of a volatility model	0	0	0	35	1	1	8	132
Parameterizing Unconditional Skewness in Models for Financial Time Series	0	0	0	234	0	2	12	661
Parameterizing unconditional skewness in models for financial time series	0	0	1	86	0	2	21	261
Portfolio allocation: Getting the most out of realised volatility	0	0	0	80	0	3	9	215
Testing constancy of unconditional variance in volatility models by misspecification and specification tests	0	0	0	72	0	1	8	114
Testing constancy of unconditional variance in volatility models by misspecification and specification tests	0	0	0	23	1	3	10	57
Transition from the Taylor rule to the zero lower bound	0	0	2	42	0	2	8	119
Volatility Dependent Dynamic Equicorrelation	0	0	0	61	0	5	10	85
Volatility timing and portfolio selection: How best to forecast volatility	0	0	0	109	0	0	4	255
Total Working Papers	1	1	20	4,745	24	124	411	11,656

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	1	1	6	13
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market	0	0	1	23	1	6	14	105
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks	0	0	0	7	0	1	9	29
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model	0	0	1	1	2	5	24	26
Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics	0	0	0	22	0	1	11	133
Financialization, crisis and commodity correlation dynamics	0	2	5	233	7	17	157	840
Long monthly European temperature series and the North Atlantic Oscillation	0	0	0	5	1	10	15	27
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model	0	0	0	2	1	1	4	9
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach	0	0	0	43	0	2	12	120
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model	0	0	1	161	1	10	20	430
Modelling and Forecasting WIG20 Daily Returns	0	0	0	11	2	2	17	91
Parameterizing Unconditional Skewness in Models for Financial Time Series	0	0	0	28	1	7	26	124
Testing constancy of unconditional variance in volatility models by misspecification and specification tests	0	0	0	11	2	7	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	4	13	17
Transition from the Taylor rule to the zero lower bound	0	0	2	7	2	8	19	33
Volatility timing: How best to forecast portfolio exposures	0	0	0	31	1	2	9	166
Volatility-dependent correlations: further evidence of when, where and how	0	0	0	1	1	5	8	31
Total Journal Articles	0	2	10	590	24	89	382	2,268

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Statistics updated 2026-06-04