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 1 56 2 3 8 135
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 1 1 2 73 2 2 9 165
Modelling Changes in the Unconditional Variance of Long Stock Return Series 2 3 6 103 7 10 20 214
Modelling Changes in the Unconditional Variance of Long Stock Return Series 1 2 4 91 4 7 16 215
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 1 67 1 8 13 178
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 3 193 2 5 25 654
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 1 163 1 1 13 314
Modelling Volatility by Variance Decomposition 0 0 2 101 3 5 16 171
Modelling Volatility by Variance Decomposition 1 2 5 172 3 8 24 399
Total Working Papers 5 8 25 1,019 25 49 144 2,445


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 2 4 14 3 5 15 43
Modelling changes in the unconditional variance of long stock return series 1 3 5 34 4 7 18 90
Modelling volatility by variance decomposition 1 1 10 57 3 6 32 172
Total Journal Articles 2 6 19 105 10 18 65 305


Statistics updated 2017-03-07