E-LIB Suche - Ergebnisse für: Silvennoinen, Annastiina

1

Long monthly temperature series and the Vector Seasonal Shi..:

He, Changli ; Kang, Jian ; Silvennoinen, Annastiina.
Journal of Econometrics. 239 (2024) 1 - p. 105494 , 2024

Link: https://doi.org/10.1016/..

2

Building Multivariate Time-Varying Smooth Transition Correl..:

Hall, Anthony D. ; Silvennoinen, Annastiina ; Teräsvirta, Timo
Econometrics. 11 (2023) 1 - p. 5 , 2023

Link: https://doi.org/10.3390/..

3

Long monthly European temperature series and the North Atla..:

He, Changli ; Kang, Jian ; Silvennoinen, Annastiina.
Energy Economics. 126 (2023) - p. 107003 , 2023

Link: https://doi.org/10.1016/..

4

A Parsimonious Test of Constancy of a Positive Definite Cor..:

Kang, Jian ; Jakobsen, Johan Stax ; Silvennoinen, Annastiina..
Econometrics. 10 (2022) 3 - p. 30 , 2022

Link: https://doi.org/10.3390/..

5

Consistency and asymptotic normality of maximum likelihood ..:

Silvennoinen, Annastiina ; Teräsvirta, Timo
Econometrics and Statistics. , 2021

Link: https://doi.org/10.1016/..

6

Transition from the Taylor rule to the zero lower bound:

Hurn, Stan ; Johnson, Nicholas ; Silvennoinen, Annastiina.
Studies in Nonlinear Dynamics & Econometrics. 26 (2021) 5 - p. 635-647 , 2021

Link: https://doi.org/10.1515/..

7

Volatility-dependent correlations: further evidence of when..:

Clements, Adam ; Scott, Ayesha ; Silvennoinen, Annastiina
Empirical Economics. 57 (2018) 2 - p. 505-540 , 2018

Link: https://doi.org/10.1007/..

8

Crude Oil and Agricultural Futures: An Analysis of Correlat..:

Silvennoinen, Annastiina ; Thorp, Susan
Journal of Futures Markets. 36 (2016) 6 - p. 522-544 , 2016

Link: https://doi.org/10.1002/..

9

Testing constancy of unconditional variance in volatility m..:

Silvennoinen, Annastiina ; Teräsvirta, Timo
Studies in Nonlinear Dynamics & Econometrics. 20 (2016) 4 - p. , 2016

Link: https://doi.org/10.1515/..

10

A Smooth Transition Logit Model of The Effects of Deregulat..:

Hurn, A. Stan ; Silvennoinen, Annastiina ; Teräsvirta, Timo
Journal of Applied Econometrics. 31 (2015) 4 - p. 707-733 , 2015

Link: https://doi.org/10.1002/..

11

On the Benefits of Equicorrelation for Portfolio Allocation:

Clements, Adam ; Scott, Ayesha ; Silvennoinen, Annastiina
Journal of Forecasting. 34 (2015) 6 - p. 507-522 , 2015

Link: https://doi.org/10.1002/..

12

Modeling Conditional Correlations of Asset Returns: A Smoot..:

Silvennoinen, Annastiina ; Teräsvirta, Timo
Econometric Reviews. 34 (2014) 1-2 - p. 174-197 , 2014

Link: https://doi.org/10.1080/..

13

Financialization, crisis and commodity correlation dynamics:

Silvennoinen, Annastiina ; Thorp, Susan
Journal of International Financial Markets, Institutions and Money. 24 (2013) - p. 42-65 , 2013

Link: https://doi.org/10.1016/..

14

Multivariate GARCH models:

, In: Handbook of financial time series / Torben G. Andersen; Richard A. Davis; Jens-Peter Kreiß; Thomas Mikosch, eds.

Silvennoinen, Annastiina. (2009) - p. 201-229

Exemplar: Zentrale:E02 a swl 189/533

15

Building Multivariate Time-Varying Smooth Transition Correl..:

Hall, Anthony ; Silvennoinen, Annastiina ; Teräsvirta, Timo
http://edoc.hu-berlin.de/18452/26913. , 2023

Link: http://edoc.hu-berlin.de..