Browse By Person: Silvennoinen, Annastiina

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Number of items: 10.

Book Chapter

Silvennoinen, Annastiina & Teräsvirta, Timo (2009) Multivariate GARCH models. In Andersen, T.G., Davis, R.A., Kreiß, J-P., & Mikosch, Th. (Eds.) Handbook of Financial Time Series. Springer-Verlag, Germany, Berlin, pp. 201-232.

Journal Article

Silvennoinen, Annastiina & Thorp, Susan (2016) Crude oil and agricultural futures: An analysis of correlation dynamics. The Journal of Futures Markets, 36(6), pp. 522-544.

Clements, Adam, Scott, Ayesha, & Silvennoinen, Annastiina (2015) On the benefits of equicorrelation for portfolio allocation. Journal of Forecasting, 34(6), pp. 507-522.

Silvennoinen, Annastiina & Terasvirta, Timo (2015) Modeling conditional correlations of asset returns : a smooth transition approach. Econometric Reviews, 34(1-2), pp. 174-197.
Number of citations in Scopus 3
Number of citations in Web of Science® 2

Hurn, A. Stan, Silvennoinen, Annastiina, & Terasvirta, Timo (2015) A smooth transition logit model of the effects of deregulation in the electricity market. Journal of Applied Econometrics. (In Press)

Clements, Adam & Silvennoinen, Annastiina (2013) Volatility timing : how best to forecast portfolio exposures. Journal of Empirical Finance, 24, pp. 108-115.

Silvennoinen, Annastiina & Thorp, Susan (2013) Financialization, crisis and commodity correlation dynamics. Journal of International Financial Markets, Institutions and Money, 24, pp. 42-65.
Number of citations in Scopus 45
Number of citations in Web of Science® 40

Silvennoinen, Annastiina & Terasvirta, Timo (2009) Modeling multivariate autoregressive conditional heteroskedasticity with the double smooth transition conditional correlation GARCH Model. Journal of Financial Econometrics, 7(4), pp. 373-411.
Number of citations in Scopus 35
Number of citations in Web of Science® 30

He, Changli, Silvennoinen, Annastiina, & Teräsvirta, Timo (2008) Parameterizing Unconditional Skewness in Models for Financial Time Series. Journal of Financial Econometrics, 6(2), pp. 208-230.
Number of citations in Scopus 8
Number of citations in Web of Science® 5

Conference Paper

Bryant, Lyndall, Silvennoinen, Annastiina, & Eves, Chris (2012) Impact fees and new housing cost: A comparative analysis of the empirical models. In Procedings of 2012 International Conference on Construction & Real Estate Management, China Architecture & Building Press, Intercontinental Hotel, Kansas City, Missouri, United States, pp. 639-643.
Number of full-text downloads 227

This list was generated on Sat Aug 20 14:46:34 2016 AEST.