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 2 73 0 2 9 167
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 56 0 1 7 136
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 3 91 0 2 15 217
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 5 103 0 3 19 217
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 1 3 3 196 4 8 27 662
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 1 67 0 3 15 181
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 163 2 3 11 317
Modelling Volatility by Variance Decomposition 0 0 4 172 2 4 22 403
Modelling Volatility by Variance Decomposition 1 1 2 102 1 2 15 173
Modelling and forecasting WIG20 daily returns 1 24 24 24 4 9 9 9
Total Working Papers 3 28 44 1,047 13 37 149 2,482


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 4 14 0 0 13 43
Modelling changes in the unconditional variance of long stock return series 1 1 6 35 4 7 21 97
Modelling volatility by variance decomposition 1 2 8 59 3 7 29 179
Specification and testing of multiplicative time-varying GARCH models with applications 1 2 2 2 2 5 5 5
Total Journal Articles 3 5 20 110 9 19 68 324


Statistics updated 2017-06-02