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Works (6)

A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime

Journal of Business & Economic Statistics
2025-01-02 | Journal article
DOI: 10.1080/07350015.2024.2322090
Contributors: Savi Virolainen
Source: check_circle
Crossref

R package sstvars

2024-05-27 | Software
Contributors: Savi Virolainen
Source: Self-asserted source
Savi Virolainen

Essays on mixture autoregressive models with applications to macroeconomics and finance

2022-12-02 | Dissertation or Thesis
ISBN: 978-951-51-8735-2
Contributors: Savi Virolainen
Source: Self-asserted source
Savi Virolainen

A mixture autoregressive model based on Gaussian and Student’s t-distributions

Studies in Nonlinear Dynamics & Econometrics
2022-10-04 | Journal article
DOI: 10.1515/snde-2020-0060
Contributors: Savi Virolainen
Source: check_circle
Crossref

R package gmvarkit

2018-07-28 | Software
Contributors: Savi Virolainen
Source: Self-asserted source
Savi Virolainen

R package uGMAR

2017-08-28 | Software
Contributors: Savi Virolainen
Source: Self-asserted source
Savi Virolainen
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