Annastiina Silvennoinen

Economics and Econometrics · 2005–2015

A researcher in the Science corpus: 5 papers; trusts 31 researchers and is trusted by 50 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 77 citations into it; #4,171 of 23,481 by trust here, #5,336 by citations
• Finance — 77 citations into it; #1,139 of 10,518 by trust here, #2,140 by citations
• Statistics and Probability — 17 citations into it

Whom Annastiina Silvennoinen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Y. Tse
2. Robert F. Engle
3. Denis Pelletier
4. Albert K. Tsui
5. Tim Bollerslev
6. Lorenzo Cappiello
7. Kevin Sheppard
8. S. Ling
9. H. Luetkepohl
10. F. Longin

Who trusts Annastiina Silvennoinen overall

1. Cristina Amado
2. D. Almeida
3. Timo Teräsvirta
4. Eric Zivot
5. Christian M. Hafner
6. Siegfried Hormann
7. Sébastien-Yves Laurent
8. Sang Hoon Kang
9. Susan Thorp
10. Luiz Koodi Hotta

Papers from Annastiina Silvennoinen's perspective

Ordered by how strongly the researchers Annastiina Silvennoinen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
4. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
5. Extreme Correlation of International Equity Markets
6. Asymptotic theory for multivariate GARCH processes
7. A test for constant correlations in a multivariate GARCH model
8. Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing
9. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
10. Dynamic Conditional Correlation a Simple Class of Multivariate GARCH Models

Their papers

• Financialization, Crisis and Commodity Correlation Dynamics (2013) — 680 citations
• Multivariate GARCH models (2008) — 550 citations
• Modeling multivariate autoregressive conditional heteroskedasticity with the double smooth transition conditional correlation GARCH Model (2009) — 169 citations
• Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach (2015) — 51 citations
• Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations (2005) — 107 citations