Annastiina Silvennoinen : Citation Profile

Queensland University of Technology

9

H index

9

i10 index

900

Citations

RESEARCH PRODUCTION:

17

Articles

30

Papers

RESEARCH ACTIVITY:

   20 years (2005 - 2025). See details.
   Cites by year: 45
   Journals where Annastiina Silvennoinen has often published
   Relations with other researchers
   Recent citing documents: 71.    Total self citations: 23 (2.49 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi115
   Updated: 2026-01-03    RAS profile: 2025-08-07    
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Relations with other researchers

Works with:

Teräsvirta, Timo (10)

Hall, Anthony (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Annastiina Silvennoinen.

Is cited by:

GUPTA, RANGAN (24)

Teräsvirta, Timo (18)

Savva, Christos (17)

Filis, George (17)

Nguyen, Duc Khuong (15)

Degiannakis, Stavros (14)

Bauwens, Luc (13)

Ben Amar, Amine (13)

Uddin, Gazi (12)

Hafner, Christian (11)

De Santis, Roberto (11)

Cites to:

Teräsvirta, Timo (101)

Engle, Robert (67)

Bollerslev, Tim (52)

Amado, Cristina (47)

Jagannathan, Ravi (29)

Bauwens, Luc (26)

Laurent, Sébastien (25)

Tse, Y. K. (15)

Sheppard, Kevin (15)

Rombouts, Jeroen (15)

Hansen, Peter (12)

Main data

Where Annastiina Silvennoinen has published?

Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics2
Journal of Financial Econometrics2
Econometrics2

Working Papers Series with more than one paper published# docs
NCER Working Paper Series / National Centre for Econometric Research9
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney3
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics3

Recent works citing Annastiina Silvennoinen (2025 and 2024)

YearTitle of citing document
2062Big Fish: Oil Markets and Speculation. (2015). Sitzia, Francesco Giuseppe ; Scarpa, Elisa ; Cologni, Alessandro. In: Energy: Resources and Markets. RePEc:ags:feemer:206220.

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2025U.S. PRESIDENTIAL ELECTIONS AND AGRICULTURAL MARKET VOLATILITY. IS THERE A “TRUMP EFFECT” ON GRAIN COMMODITIES?. (2025). Wielechowski, Micha ; Czech, Katarzyna. In: Roczniki (Annals). RePEc:ags:paaero:359314.

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2077Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Heckelei, Thomas ; Grosche, Stephanie . In: Discussion Papers. RePEc:ags:ubfred:172077.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2024New evidence on crude oil market efficiency. (2024). Lee, Yoon Jin ; Hu, Liang. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:2:p:892-916.

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2024On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136.

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2024Global Food Prices and Inflation. (2024). Caporale, Guglielmo Maria ; Anderl, Christina. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10992.

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2024An Applied Study of the Symmetric and Asymmetric Impact of Oil Prices and International Financial Markets on Economic Growth in Iraq. (2024). KAMEL, HELALI ; Aloulou, Rima ; Kalai, Maha ; Jabbar, Ahmed Younis ; Khaleel, Moustfa Ismael. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-7.

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2025Dynamic risk spillovers between crude oil futures and the Chinese stock market under exogenous shocks: A refined analysis with stock clustering. (2025). Sui, Cong ; Jia, Boxiang ; Zhao, Wenjie ; Guo, Hongyue. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000681.

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2025Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284.

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2025Exploiting mixed-frequency characteristics in parametric Mean-Expected Shortfall portfolio selection. (2025). Chen, Yun ; Zhang, Sicheng ; Liu, Shuting. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000677.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2025Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002225.

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2025Indirect and direct forecasting of volatility-timing portfolios. (2025). Xie, Xiaodu. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006268.

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2024Integrated nested Laplace approximations for threshold stochastic volatility models. (2024). Veiga, Helena ; de Zea, P ; Marin, Miguel J ; Rue, Hvard. In: Econometrics and Statistics. RePEc:eee:ecosta:v:30:y:2024:i:c:p:15-35.

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2025Commodity dependence: Providing information on emerging market CDS spreads when economic indicators are absent. (2025). Zyildirim, Sheyla ; Ordu-Akkaya, Beyza Mina. In: Emerging Markets Review. RePEc:eee:ememar:v:67:y:2025:i:c:s1566014125000482.

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2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

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2024Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wu, You ; Luo, Qin ; Wang, Jiqian ; Ma, Feng. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850.

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2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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2024How do changes in settlement periods affect wholesale market prices? Evidence from Australias National Electricity Market. (2024). Khezr, Peyman ; Csereklyei, Zsuzsanna. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001336.

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2024Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762.

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2024The role of index traders in the financialization of commodity markets: A behavioral finance approach. (2024). Joets, Marc ; Ait-Youcef, Camille. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003499.

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2025Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk. (2025). Filis, George ; Degiannakis, Stavros ; Delis, Panagiotis. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004189.

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2025Resilience and performance of Islamic and conventional banks amid oil price uncertainty. (2025). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam ; Mohsen, Mohammed Sharaf. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004645.

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2024From 30- to 5-minute settlement rule in the NEM: An early evaluation. (2024). Rai, Alan ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003252.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2024Volatility transmission and hedging strategies across green and conventional stocks in global markets. (2024). Urjasz, Szczepan ; Karkowska, Renata. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006598.

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2025Examining dynamics: Unraveling the impact of oil price fluctuations on forecasting agricultural futures prices. (2025). Wu, Jiayi ; Zhang, Wei ; Wang, Shun. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007026.

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2025Equity market linkages across Latin American countries. (2025). Guidi, Francesco ; Madonia, Giuseppina ; Sarwar, Sohan. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000341.

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2025Multivariate dynamic mixed-frequency density pooling for financial forecasting. (2025). Zaharieva, Martina Danielova ; Lopes, Hedibert F ; Virbickait, Audron. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1184-1198.

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2025Predicting value at risk for cryptocurrencies with generalized random forests. (2025). Grgen, Konstantin ; Buse, Rebekka ; Schienle, Melanie. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1199-1222.

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2024Metal and energy price uncertainties and the global economy. (2024). Sheen, Jeffrey ; Ponomareva, Natalia ; Wang, Ben Zhe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317.

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2024Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate. (2024). Zhang, Chengsi ; Liao, Wenting ; Ma, Jun. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000433.

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2024Revisiting the pricing impact of commodity market spillovers on equity markets. (2024). Hyde, Stuart ; Pinto Avalos, Francisco ; Bowe, Michael ; Pinto-Avalos, Francisco. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000594.

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2024Importance of geopolitical risk in volatility structure: New evidence from biofuels, crude oil, and grains commodity markets. (2024). Karkowska, Renata ; Urjasz, Szczepan. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400059x.

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2024Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty. (2024). Li, Jiayi ; Liu, Sihan ; Zhang, Chuanhai ; Yang, Xian ; Zhu, Yanli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400062x.

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2024Is copper a safe haven for oil?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Qin, Meng ; Su, Chi Wei. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002642.

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2025Exploring the role of crude oil futures in portfolio diversification. (2025). Tsai, Wei-Che ; Hsu, Ching-Chi. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:79:y:2025:i:c:s1042444x25000210.

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2024Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574.

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2024Commodity futures markets under stress and stress-free periods: Further insights from a quantile connectedness approach. (2024). Ben Amar, Amine ; Bellalah, Makram ; Abricha, Amal. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:229-246.

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2024On the transmission mechanism between the inventory arbitrage activity, speculative activity and the commodity price under the US QE policy: Evidence from a TVP-VAR model. (2024). Alexiou, Constantinos ; Yao, Wei. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:1054-1072.

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2024Hedging precious metals with impact investing. (2024). Akhtaruzzaman, Md ; Le, Van ; Moussa, Faten ; Banerjee, Ameet Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:651-664.

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2024International commodity market and stock volatility predictability: Evidence from G7 countries. (2024). Wang, Jiqian ; Ma, Feng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:90:y:2024:i:c:p:62-71.

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2024Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Sahabuddin, Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:350-371.

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2025Exploring dynamic extreme dependence of oil and agricultural markets. (2025). Fikru, Mahelet ; Lahiani, Amine ; Kisswani, Khalid M. In: International Review of Economics & Finance. RePEc:eee:reveco:v:99:y:2025:i:c:s1059056025001959.

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2024Agricultural commodities market reaction to COVID-19. (2024). Iuga, Iulia ; Mudakkar, Syeda Rabab ; Dragolea, Larisa Loredana. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000801.

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2025Risk spillovers and diversification benefits between crude oil and agricultural commodity futures markets. (2025). Mensi, Walid ; Vo, Xuan Vinh ; Gemici, Eray ; Gk, Remzi ; Ur, Mobeen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003726.

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2024Study of Volatility Spillover from Crude Oil Futures to Grain Futures Across Multiple Cycles Based on the EEMD-BEKK-GARCH Model. (2024). Pu, Mingzhe ; Wang, Xizhao ; Zhong, YU ; Sun, Shengxuan. In: Agriculture. RePEc:gam:jagris:v:15:y:2024:i:1:p:67-:d:1556205.

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2024Food Financialization: Impact of Derivatives and Index Funds on Agri-Food Market Volatility. (2024). Espinosa-Cristia, Juan Felipe ; Lay, Nelson ; Feregrino, Jorge ; del Rosario, Mara. In: IJFS. RePEc:gam:jijfss:v:12:y:2024:i:4:p:121-:d:1536071.

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2025Analysing Market Volatility and Economic Policy Uncertainty of South Africa with BRIC and the USA During COVID-19. (2025). Ramakau, Thokozane ; Mokatsanyane, Daniel ; Ferreira-Schenk, Sune ; Matlhaku, Kago. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:7:p:400-:d:1705333.

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2024A Stock Index Futures Price Prediction Approach Based on the MULTI-GARCH-LSTM Mixed Model. (2024). Tang, Yuxiang ; Pan, Haojun ; Wang, Guoqiang. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:11:p:1677-:d:1403658.

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2025Wavelet and Deep Learning Framework for Predicting Commodity Prices Under Economic and Financial Uncertainty. (2025). Doroshenko, Lyubov ; Mastroeni, Loretta ; Mazzoccoli, Alessandro. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:8:p:1346-:d:1638516.

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2024Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence. (2024). Ben Amar, Amine ; Boubrahimi, Nabil ; Bellalah, Makram ; Dkhissi, Ilham ; Hasnaoui, Amir. In: Post-Print. RePEc:hal:journl:hal-04643053.

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2025Weather Effects in Energy Seasonal Adjustment: An Application to France Energy Consumption. (2025). Thomas, Arthur ; le Saout, Ronan ; Bruguet, Marie. In: Post-Print. RePEc:hal:journl:hal-05288088.

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2024Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test. (2024). USMAN, OJONUGWA ; PATA, Uğur ; Olasehinde-Williams, Godwin ; Ozkan, Oktay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09430-x.

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2024Connectedness and risk transmission of China’s stock and currency markets with global commodities. (2024). Nong, Huifu. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09586-0.

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2024COVID-19, the Russia–Ukraine war and the connectedness between the U.S. and Chinese agricultural futures markets. (2024). Zhang, Yongmin ; Sun, Yiru ; Zhao, Yingxue ; Ding, Shusheng ; Shi, Haili. In: Palgrave Communications. RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-02852-6.

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2025The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach. (2025). GUPTA, RANGAN ; Chuang, O-Chia ; Bouri, Elie ; Li, Zhangying. In: Working Papers. RePEc:pre:wpaper:202528.

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2024Commodity and Stock Market Interlinkages: Opportunities and Challenges for Investors in Indian Market. (2024). Jhunjhunwala, Shital ; Suresh, Sandra. In: Global Business Review. RePEc:sae:globus:v:25:y:2024:i:2_suppl:p:s42-s58.

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2024Time-frequency information transmission among financial markets: evidence from implied volatility. (2024). Tiwari, Aviral ; Qureshi, Fiza ; Naeem, Muhammad Abubakr ; Farid, Saqib ; Elheddad, Mohamed. In: Annals of Operations Research. RePEc:spr:annopr:v:334:y:2024:i:1:d:10.1007_s10479-021-04266-y.

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2024Macroeconomic attention and commodity market volatility. (2024). Skintzi, Vasiliki ; Stavroula, Fameliti. In: Empirical Economics. RePEc:spr:empeco:v:67:y:2024:i:5:d:10.1007_s00181-024-02613-z.

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2024Energy profile and oil shocks: a dynamic analysis of their impact on stock markets. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00277-9.

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2024Dynamic connectedness between energy and agricultural commodities: insights from the COVID-19 pandemic and Russia–Ukraine conflict. (2024). Abdelmalek, Wafa ; Benlagha, Noureddine. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00279-7.

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2025Regime-Specific Spillover Effects Between Financial Stress, GCC Stock Markets, Brent Crude Oil, and the Gold Market. (2025). Abbes, Mouna Boujelbne ; Soltani, Hayet. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:16:y:2025:i:2:d:10.1007_s13132-024-02209-z.

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2024Role of Crude Oil in Determining the Price of Corn in the United States: A Non-parametric Approach. (2024). Mitra, Subrata K ; Pal, Debdatta. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:22:y:2024:i:2:d:10.1007_s40953-024-00382-1.

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2025The US Quantitative Easing Monetary Policy and Commodities’ Prices. (2025). Yao, Wei. In: Other publications TiSEM. RePEc:tiu:tiutis:185d14d3-9dc2-4276-82ec-e2d59b3d693f.

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2025Adaptive Now‐ and Forecasting of Global Temperatures Under Smooth Structural Changes. (2025). Krusebecher, Robinson. In: Environmetrics. RePEc:wly:envmet:v:36:y:2025:i:6:n:e70033.

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2024Dynamic connectedness between Chinas commodity markets and Chinas sectoral stock markets: A multidimensional analysis. (2024). Wang, Ziyang ; Chang, Senfeng ; Shao, Liuguo ; Zhang, Hua. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:903-926.

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2025Financialisation of the European Union Emissions Trading System and its influencing factors in quantiles. (2025). Ren, Xiaohang ; Toan, Luu Duc ; Zhou, Jingzi ; Wei, Ping. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:1:p:925-940.

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2024Hedging pressure and oil volatility: Insurance versus liquidity demands. (2024). Wang, Jianxin ; Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:252-280.

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2025Stock-Oil Comovement: Cash Flows or Discount Rates?. (2025). Zechner, Josef ; Sgner, Leopold ; Randl, Otto ; Melone, Alessandro. In: VfS Annual Conference 2025 (Cologne): Revival of Industrial Policy. RePEc:zbw:vfsc25:325398.

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Works by Annastiina Silvennoinen:

YearTitleTypeCited
2023Long Monthly European Temperature Series and the North Atlantic Oscillation In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2023Long monthly European temperature series and the North Atlantic Oscillation.(2023) In: Energy Economics.
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This paper has nother version. Agregated cites: 0		article
2008Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper87
2007Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model.(2007) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 87		paper
2009Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model.(2009) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 87		article
2008Multivariate GARCH models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper97
2008Multivariate GARCH models.(2008) In: SSE/EFI Working Paper Series in Economics and Finance.
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This paper has nother version. Agregated cites: 97		paper
2008Parameterizing unconditional skewness in models for financial time series In: CREATES Research Papers.
[Full Text][Citation analysis]		paper25
2008Parameterizing Unconditional Skewness in Models for Financial Time Series.(2008) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 25		article
2005Parameterizing Unconditional Skewness in Models for Financial Time Series.(2005) In: Research Paper Series.
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This paper has nother version. Agregated cites: 25		paper
2012Modelling conditional correlations of asset returns: A smooth transition approach In: CREATES Research Papers.
[Full Text][Citation analysis]		paper33
2015Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach.(2015) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 33		article
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