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 1 2 73 0 2 9 165
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 1 56 0 2 8 135
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 2 3 91 0 6 14 215
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 2 6 103 0 8 20 214
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 1 163 0 1 13 314
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 1 67 0 8 12 178
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 2 2 5 195 2 5 26 656
Modelling Volatility by Variance Decomposition 0 1 4 172 1 5 24 400
Modelling Volatility by Variance Decomposition 0 0 2 101 0 3 16 171
Total Working Papers 2 8 25 1,021 3 40 142 2,448


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 3 15 43
Modelling changes in the unconditional variance of long stock return series 0 2 5 34 1 6 16 91
Modelling volatility by variance decomposition 0 1 8 57 1 5 29 173
Total Journal Articles 0 3 17 105 2 14 60 307


Statistics updated 2017-04-03