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 1 1 6 137
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 1 1 3 74 2 2 8 169
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 3 91 2 3 13 220
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 4 103 1 1 15 218
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 67 2 3 14 184
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 163 1 5 12 320
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 1 3 196 1 7 25 665
Modelling Volatility by Variance Decomposition 0 0 4 172 1 5 20 406
Modelling Volatility by Variance Decomposition 0 1 1 102 1 3 14 175
Modelling and forecasting WIG20 daily returns 1 3 26 26 3 12 17 17
Total Working Papers 2 6 44 1,050 15 42 144 2,511


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 1 1 11 44
Modelling changes in the unconditional variance of long stock return series 0 2 6 36 1 7 20 100
Modelling volatility by variance decomposition 1 4 11 62 4 11 33 187
Specification and testing of multiplicative time-varying GARCH models with applications 0 2 3 3 0 7 10 10
Total Journal Articles 1 8 24 115 6 26 74 341


Statistics updated 2017-08-03