Annastiina Silvennoinen
Names
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Annastiina |
| last: |
Silvennoinen |
Identifer
Contact
Affiliations
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Queensland University of Technology
/ Business School
Research profile
author of:
- Long Monthly European Temperature Series and the North Atlantic Oscillation (RePEc:aah:aarhec:2023-03)
by Changli He & Jian Kang & Annastiina Silvennoinen & Timo Teräsvirta - Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model (RePEc:aah:create:2008-05)
by Annastiina Silvennoinen & Timo Teräsvirta - Multivariate GARCH models (RePEc:aah:create:2008-06)
by Annastiina Silvennoinen & Timo Teräsvirta - Parameterizing unconditional skewness in models for financial time series (RePEc:aah:create:2008-07)
by Changli He & Annastiina Silvennoinen & Timo Teräsvirta - Modelling conditional correlations of asset returns: A smooth transition approach (RePEc:aah:create:2012-09)
by Annastiina Silvennoinen & Timo Teräsvirta - A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market (RePEc:aah:create:2014-09)
by A.S. Hurn & Annastiina Silvennoinen & Timo Teräsvirta - Testing constancy of unconditional variance in volatility models by misspecification and specification tests (RePEc:aah:create:2015-47)
by Annastiina Silvennoinen & Timo Teräsvirta - Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model (RePEc:aah:create:2017-28)
by Annastiina Silvennoinen & Timo Teräsvirta - Modelling and forecasting WIG20 daily returns (RePEc:aah:create:2017-29)
by Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta - Models with Multiplicative Decomposition of Conditional Variances and Correlations (RePEc:aah:create:2018-14)
by Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta - Transition from the Taylor rule to the zero lower bound (RePEc:aah:create:2018-31)
by Stan Hurn & Nicholas Johnson & Annastiina Silvennoinen & Timo Teräsvirta - Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model (RePEc:aah:create:2021-13)
by Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta - A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model (RePEc:aah:create:2022-01)
by Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade - Testing constancy of unconditional variance in volatility models by misspecification and specification tests (RePEc:bpj:sndecm:v:20:y:2016:i:4:p:347-364:n:5)
by Silvennoinen Annastiina & Teräsvirta Timo - Transition from the Taylor rule to the zero lower bound (RePEc:bpj:sndecm:v:26:y:2022:i:5:p:635-647:n:5)
by Hurn Stan & Johnson Nicholas & Silvennoinen Annastiina & Teräsvirta Timo - Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model (RePEc:eee:econom:v:239:y:2024:i:1:s0304407623002105)
by He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo - Volatility timing: How best to forecast portfolio exposures (RePEc:eee:empfin:v:24:y:2013:i:c:p:108-115)
by Clements, A. & Silvennoinen, A. - Long monthly European temperature series and the North Atlantic Oscillation (RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005017)
by He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo - Financialization, crisis and commodity correlation dynamics (RePEc:eee:intfin:v:24:y:2013:i:c:p:42-65)
by Silvennoinen, Annastiina & Thorp, Susan - A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model (RePEc:gam:jecnmx:v:10:y:2022:i:3:p:30-:d:896537)
by Jian Kang & Johan Stax Jakobsen & Annastiina Silvennoinen & Timo Teräsvirta & Glen Wade - Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks (RePEc:gam:jecnmx:v:11:y:2023:i:1:p:5-:d:1059591)
by Anthony D. Hall & Annastiina Silvennoinen & Timo Teräsvirta - Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations (RePEc:hhs:hastef:0577)
by Silvennoinen, Annastiina & Teräsvirta, Timo - Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model (RePEc:hhs:hastef:0652)
by Silvennoinen, Annastiina & Teräsvirta, Timo - Multivariate GARCH models (RePEc:hhs:hastef:0669)
by Silvennoinen, Annastiina & Teräsvirta, Timo - Models with Multiplicative Decomposition of Conditional Variances and Correlations (RePEc:nip:nipewp:07/2018)
by Cristina Amado & Annastiina Silvennoinen & Timo Ter¨asvirta - Modelling and forecasting WIG20 daily returns (RePEc:nip:nipewp:09/2017)
by Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta - Parameterizing Unconditional Skewness in Models for Financial Time Series (RePEc:oup:jfinec:v:6:y:2008:i:2:p:208-230)
by Changli He & Annastiina Silvennoinen & Timo Teräsvirta - Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model (RePEc:oup:jfinec:v:7:y:2009:i:4:p:373-411)
by Annastiina Silvennoinen & Timo Teräsvirta - Modelling and Forecasting WIG20 Daily Returns (RePEc:psc:journl:v:9:y:2017:i:3:p:173-200)
by Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta - On the economic benefit of utility based estimation of a volatility model (RePEc:qut:auncer:2009_57)
by Adam Clements & Annastiina Silvennoinen - Portfolio allocation: Getting the most out of realised volatility (RePEc:qut:auncer:2010_01)
by Adam Clements & Annastiina Silvennoinen - Volatility timing and portfolio selection: How best to forecast volatility (RePEc:qut:auncer:2011_7)
by Adam E Clements & Annastiina Silvennoinen - Forecasting multivariate volatility in larger dimensions: some practical issues (RePEc:qut:auncer:2012_3)
by Adam E Clements & Ayesha Scott & Annastiina Silvennoinen - On the Benefits of Equicorrelation for Portfolio Allocation (RePEc:qut:auncer:2013_92)
by Adam Clements & Ayesha Scott & Annastiina Silvennoinen - A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market (RePEc:qut:auncer:2014_01)
by A S Hurn & Annastiina Silvennoinen & Timo Terasvirta - Testing constancy of unconditional variance in volatility models by misspecification and specification tests (RePEc:qut:auncer:2015_06)
by Annastiina Silvennoinen & Timo Terasvirta - Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics (RePEc:qut:auncer:2015_07)
by Annastiina Silvennoinen & Susan Thorp - Volatility Dependent Dynamic Equicorrelation (RePEc:qut:auncer:2016_02)
by Adam Clements & Ayesha Scott & Annastiina Silvennoinen - Volatility-dependent correlations: further evidence of when, where and how (RePEc:spr:empeco:v:57:y:2019:i:2:d:10.1007_s00181-018-1473-0)
by Adam Clements & Ayesha Scott & Annastiina Silvennoinen - Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach (RePEc:taf:emetrv:v:34:y:2015:i:1-2:p:174-197)
by Annastiina Silvennoinen & Timo Ter�svirta - Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations (RePEc:uts:rpaper:168)
by Annastiina Silvennoinen & Timo Teräsvirta - Parameterizing Unconditional Skewness in Models for Financial Time Series (RePEc:uts:rpaper:169)
by Changli He & Annastiina Silvennoinen & Timo Teräsvirta - Financialization, Crisis and Commodity Correlation Dynamics (RePEc:uts:rpaper:267)
by Annastiina Silvennoinen & Susan Thorp - A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market (RePEc:wly:japmet:v:31:y:2016:i:4:p:707-733)
by A. Stan Hurn & Annastiina Silvennoinen & Timo Teräsvirta - Crude Oil and Agricultural Futures: An Analysis of Correlation Dynamics (RePEc:wly:jfutmk:v:36:y:2016:i:6:p:522-544)
by Annastiina Silvennoinen & Susan Thorp