Multivariate GARCH models

von Silvennoinen, Annastiina
Veröffentlicht in Handbook of financial time series (2009)

Multivariate autoregressive conditional heteroskedasticity with smooth transitions in conditional correlations

von Silvennoinen, Annastiina
Veröffentlicht 2005

Crude oil and agricultural futures : an analysis of correlation dynamics

von Silvennoinen, Annastiina
Veröffentlicht in The journal of futures markets (2016)

Modeling conditional correlations of asset returns : a smooth transition approach

von Silvennoinen, Annastiina
Veröffentlicht in Econometric reviews (2015)

Modeling multivariate autoregressive conditional heteroskedasticity with the double smooth transition conditional correlation GARCH model

von Silvennoinen, Annastiina
Veröffentlicht in Journal of financial econometrics (2009)

Financialization, crisis and commodity correlation dynamics

von Silvennoinen, Annastiina
Veröffentlicht in Journal of international financial markets, institutions & money (2013)

Models with multiplicative decomposition of conditional variances and correlations

von Amado, Cristina
Veröffentlicht in Financial mathematics, volatility and covariance modelling (2019)

Parameterizing unconditional skewness in models for financial time series

von He, Changli
Veröffentlicht 2005

Parameterizing unconditional skewness in models for financial time series

von He, Changli
Veröffentlicht in Journal of financial econometrics (2008)

Volatility-dependent correlations : further evidence of when, where and how

von Clements, Adam
Veröffentlicht in Empirical economics (2019)

A smooth transition logit model of the effects of deregulation in the electricity market

von Hurn, Stan
Veröffentlicht in Journal of applied econometrics (-2016)

Long monthly European temperature series and the North Atlantic Oscillation

von He, Changli
Veröffentlicht in Energy economics (2023)