Access Statistics for Cristina Amado

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 56 0 2 7 138
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 1 2 74 0 3 7 170
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 4 103 0 2 16 219
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 3 91 0 3 14 221
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 163 0 2 9 321
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 3 196 1 4 21 668
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 67 0 3 15 185
Modelling Volatility by Variance Decomposition 0 0 4 172 1 4 21 409
Modelling Volatility by Variance Decomposition 0 1 2 103 1 5 15 179
Modelling and forecasting WIG20 daily returns 0 1 26 26 1 4 18 18
Total Working Papers 0 3 44 1,051 4 32 143 2,528


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations 0 0 3 14 0 2 9 45
Modelling changes in the unconditional variance of long stock return series 0 0 6 36 2 5 22 104
Modelling volatility by variance decomposition 0 3 10 64 0 9 30 192
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 3 3 0 1 11 11
Total Journal Articles 0 3 22 117 2 17 72 352


Statistics updated 2017-10-05