Annastiina Silvennoinen
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Person:2691671
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Long monthly temperature series and the vector seasonal shifting mean and covariance autoregressive model Journal of Econometrics | 2024-03-06 | Paper |
| Testing constancy of unconditional variance in volatility models by misspecification and specification tests Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
| Modeling conditional correlations of asset returns: a smooth transition approach Econometric Reviews | 2022-05-31 | Paper |
| On the benefits of equicorrelation for portfolio allocation Journal of Forecasting | 2018-10-12 | Paper |
| Multivariate GARCH Models Handbook of Financial Time Series | 2009-11-27 | Paper |
Research outcomes over time
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