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 64 0 0 1 172
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 76 0 0 0 201
Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach 0 0 0 35 0 0 1 90
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 0 0 0 257
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 0 0 1 263
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 0 1 1 770
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 0 0 0 213
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 166 0 1 4 365
Modelling Volatility by Variance Decomposition 0 1 1 184 0 1 3 450
Modelling Volatility by Variance Decomposition 0 1 1 116 0 1 2 260
Modelling and forecasting WIG20 daily returns 0 0 1 17 0 0 2 64
Modelling and forecasting WIG20 daily returns 0 0 0 34 0 1 3 98
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 0 1 3 123
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 0 0 1 140
Total Working Papers 0 2 3 1,267 0 6 22 3,466

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 1 2 18 1 2 4 87
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 0 2 74
Modelling changes in the unconditional variance of long stock return series 0 0 1 42 0 0 3 144
Modelling volatility by variance decomposition 0 0 1 87 2 3 8 310
Specification and testing of multiplicative time-varying GARCH models with applications 0 1 3 30 1 2 6 84
Total Journal Articles 0 2 7 188 4 7 23 699

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Statistics updated 2025-08-05