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Annastiina Silvennoinen

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This is information that was supplied by Annastiina Silvennoinen in registering through RePEc. If you are Annastiina Silvennoinen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Annastiina
Middle Name:
Last Name: Silvennoinen
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RePEc Short-ID: psi115

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Affiliation

Business School
Queensland University of Technology
Location: Brisbane, Australia
Homepage: http://www.bus.qut.edu.au/
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Handle: RePEc:edi:fbqutau (more details at EDIRC)

Works

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Working papers

  1. Adam Clements & Ayesha Scott & Annastiina Silvennoinen, 2013. "On the Benefits of Equicorrelation for Portfolio Allocation," NCER Working Paper Series 99, National Centre for Econometric Research.
  2. Adam E Clements & Ayesha Scott & Annastiina Silvennoinen, 2012. "Forecasting multivariate volatility in larger dimensions: some practical issues," NCER Working Paper Series 80, National Centre for Econometric Research.
  3. Annastiina Silvennoinen & Timo Teräsvirta, 2012. "Modelling conditional correlations of asset returns: A smooth transition approach," CREATES Research Papers 2012-09, School of Economics and Management, University of Aarhus.
  4. Adam E Clements & Annastiina Silvennoinen, 2011. "Volatility timing and portfolio selection: How best to forecast volatility," NCER Working Paper Series 76, National Centre for Econometric Research.
  5. Adam Clements & Annastiina Silvennoinen, 2010. "Portfolio allocation: Getting the most out of realised volatility," NCER Working Paper Series 54, National Centre for Econometric Research, revised 06 May 2010.
  6. Annastiina Silvennoinen & Susan Thorp, 2010. "Financialization, Crisis and Commodity Correlation Dynamics," Research Paper Series 267, Quantitative Finance Research Centre, University of Technology, Sydney.
  7. Adam Clements & Annastiina Silvennoinen, 2009. "On the economic benefit of utility based estimation of a volatility model," NCER Working Paper Series 44, National Centre for Econometric Research.
  8. Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Multivariate GARCH models," Working Paper Series in Economics and Finance 669, Stockholm School of Economics, revised 18 Jan 2008.
  9. Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," Working Paper Series in Economics and Finance 0652, Stockholm School of Economics.
  10. Silvennoinen, Annastiina & Teräsvirta, Timo, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Working Paper Series in Economics and Finance 577, Stockholm School of Economics, revised 01 Oct 2005.
  11. Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2005. "Parameterizing Unconditional Skewness in Models for Financial Time Series," Research Paper Series 169, Quantitative Finance Research Centre, University of Technology, Sydney.

Articles

  1. Clements, A. & Silvennoinen, A., 2013. "Volatility timing: How best to forecast portfolio exposures," Journal of Empirical Finance, Elsevier, vol. 24(C), pages 108-115.
  2. Annastiina Silvennoinen & Timo Teräsvirta, 2009. "Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 7(4), pages 373-411, Fall.
  3. Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2008. "Parameterizing Unconditional Skewness in Models for Financial Time Series," Journal of Financial Econometrics, Society for Financial Econometrics, vol. 6(2), pages 208-230, Spring.

NEP Fields

14 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2010-02-27
  2. NEP-ECM: Econometrics (9) 2005-11-19 2005-11-19 2007-02-10 2007-08-18 2009-09-26 2010-03-28 2012-02-20 2012-02-20 2012-03-14. Author is listed
  3. NEP-ETS: Econometric Time Series (9) 2005-11-19 2005-11-19 2007-02-10 2007-08-18 2008-06-27 2008-06-27 2008-06-27 2012-02-20 2012-03-14. Author is listed
  4. NEP-FIN: Finance (1) 2005-11-19
  5. NEP-FMK: Financial Markets (1) 2010-02-27
  6. NEP-FOR: Forecasting (4) 2010-03-28 2012-02-20 2012-02-20 2013-12-15. Author is listed
  7. NEP-ICT: Information & Communication Technologies (1) 2007-02-10
  8. NEP-ORE: Operations Research (1) 2008-06-27
  9. NEP-RMG: Risk Management (1) 2012-02-20
  10. NEP-UPT: Utility Models & Prospect Theory (2) 2009-09-26 2010-03-28

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