Edit Profile (opens in new tab) Silvennoinen, Annastiina Co-Author Distance Author ID: silvennoinen.annastiina Published as: Silvennoinen, Annastiina Documents Indexed: 6 Publications since 2009 Co-Authors: 6 Co-Authors with 6 Joint Publications 119 Co-Co-Authors all top 5 Co-Authors 0 single-authored 5 Teräsvirta, Timo 1 Clements, Adam E. 1 He, Changli 1 Hurn, Stan 1 Kang, Jian 1 Scott, Ayesha Serials 2 Studies in Nonlinear Dynamics and Econometrics 1 Journal of Econometrics 1 Econometric Reviews 1 Journal of Forecasting Fields 6 Statistics (62-XX) 3 Game theory, economics, finance, and other social and behavioral sciences (91-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 3 Publications have been cited 61 times in 59 Documents Cited by ▼ Year ▼ Multivariate GARCH models. Zbl 1178.62103 Silvennoinen, Annastiina; Teräsvirta, Timo 51 2009 Modeling conditional correlations of asset returns: a smooth transition approach. Zbl 1491.62261 Silvennoinen, Annastiina; Teräsvirta, Timo 7 2015 On the benefits of equicorrelation for portfolio allocation. Zbl 1397.62205 Clements, Adam; Scott, Ayesha; Silvennoinen, Annastiina 3 2015 Modeling conditional correlations of asset returns: a smooth transition approach. Zbl 1491.62261 Silvennoinen, Annastiina; Teräsvirta, Timo 7 2015 On the benefits of equicorrelation for portfolio allocation. Zbl 1397.62205 Clements, Adam; Scott, Ayesha; Silvennoinen, Annastiina 3 2015 Multivariate GARCH models. Zbl 1178.62103 Silvennoinen, Annastiina; Teräsvirta, Timo 51 2009 all cited Publications top 5 cited Publications all top 5 Cited by 114 Authors 4 Francq, Christian 3 Asai, Manabu 3 Horváth, Lajos 3 McAleer, Michael 3 Otranto, Edoardo 3 Teräsvirta, Timo 2 Aue, Alexander 2 Haas, Markus 2 Hafner, Christian Matthias 2 Hörmann, Siegfried 2 Kadmiri, Othman 2 Laurent, Sébastien-Yves 2 Mainassara, Yacouba Boubacar 2 Saussereau, Bruno 2 Silvennoinen, Annastiina 2 Zakoïan, Jean-Michel 1 Barigozzi, Matteo 1 Bauwens, Luc Claude A. 1 Benlagha, Noureddine 1 Bernardi, Mauro 1 Blasques, Francisco 1 Boswijk, H. Peter 1 Boussama, Farid 1 Boyd, Stephen Poythress 1 Campos, Nauro 1 Caporin, Massimiliano 1 Carnero, M. Angeles 1 Catani, Paul 1 Catania, Leopoldo 1 Chang, Chen-Ye 1 Chrétien, Stéphane 1 Darolles, Serge 1 Davis, Ginger M. 1 Eratalay, M. Hakan 1 Fisher, Thomas J. 1 Fokianos, Konstantinos 1 Fresoli, Diego E. 1 Fuchs, Florian 1 Galeano, Pedro 1 Glebkina, Ekaterina 1 Golosnoy, Vasyl 1 Gurgul, Henryk 1 Hallin, Marc 1 He, Changli 1 Hemrit, Wael 1 Holan, Scott H. 1 Jensen, Mark J. 1 Jian, Sheng-Yuan 1 Jiménez-Gamero, María Dolores 1 Johansson, Kasper 1 Kabili, Andi 1 Kang, Jian 1 Karanasos, Menelaos 1 Koutroumpis, Panagiotis 1 Krishnakumar, Jaya 1 Krüger, Fabian 1 Lee, Ji Hyung 1 Li, Wai Keung 1 Liao, Zhipeng 1 Liesenfeld, Roman 1 Linton, Oliver Bruce 1 Liu, Jichun 1 Livingston, G. C. jun. 1 Lucas, André 1 Lund, Robert B. 1 Maheu, John M. 1 Meintanis, Simos G. 1 Moura, Guilherme V. 1 Noureldin, Diaa 1 Nur, Darfiana 1 Ogut, Mehmet G. 1 Orme, Chris D. 1 Ortega, Juan-Pablo 1 Pan, Jiazhu 1 Panchenko, Valentyn 1 Paruolo, Paolo 1 Pedeli, Xanthi 1 Pelger, Markus 1 Pellatt, Daniel F. 1 Pourahmadi, Mohsen 1 Pun, Chi Seng 1 Qian, Xiyuan 1 Reeder, Ron 1 Reh, Laura 1 Reimherr, Matthew L. 1 Reznikova, Olga 1 Roko, Ilir 1 Rombouts, Jeroen V. K. 1 Ruiz, Esther 1 Saart, Patrick W. 1 Sanhaji, Bilel 1 Santos, André A. P. 1 Schmelzer, Thomas 1 Seifert, Miriam Isabel 1 Shadat, Wasel 1 Shephard, Neil 1 Sheppard, Kevin 1 Silde, Erkki 1 Sokolinskiy, Oleg 1 Stelzer, Robert ...and 14 more Authors all top 5 Cited in 29 Serials 14 Journal of Econometrics 7 Computational Statistics and Data Analysis 5 Econometric Reviews 3 Econometric Theory 2 Journal of Time Series Analysis 2 Studies in Nonlinear Dynamics and Econometrics 2 Quantitative Finance 2 Statistical Modelling 2 Journal of Time Series Econometrics 1 Physica A 1 The Annals of Statistics 1 Applied Mathematics and Computation 1 Journal of Multivariate Analysis 1 Statistics 1 Journal of Economic Dynamics & Control 1 Computational Statistics 1 European Journal of Operational Research 1 Journal of Statistical Computation and Simulation 1 Stochastic Processes and their Applications 1 Open Economies Review 1 Statistical Papers 1 Statistica Sinica 1 Journal of Applied Statistics 1 Asia-Pacific Financial Markets 1 Foundations and Trends in Econometrics 1 Statistics Surveys 1 Science China. Mathematics 1 Journal of Business and Economic Statistics 1 Operations Research and Decisions all top 5 Cited in 6 Fields 57 Statistics (62-XX) 26 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Probability theory and stochastic processes (60-XX) 3 Numerical analysis (65-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Systems theory; control (93-XX) Citations by Year