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 76 1 6 6 207
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 64 1 4 6 177
Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach 0 0 0 35 0 5 6 96
Financial Market Linkages and the Sovereign Debt Crisis 0 0 0 9 3 10 12 23
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 0 2 10 273
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 0 2 2 259
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 1 6 15 228
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 0 5 12 781
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 166 1 5 11 374
Modelling Time-Varying Volatility Interactions 0 0 0 65 0 5 9 37
Modelling Volatility by Variance Decomposition 0 0 1 184 0 4 11 458
Modelling Volatility by Variance Decomposition 0 0 1 116 1 4 7 266
Modelling and forecasting WIG20 daily returns 0 1 1 35 0 4 8 104
Modelling and forecasting WIG20 daily returns 0 1 2 18 0 11 15 78
Modelling causality in nonstationary variances with an application to carbon markets 0 0 1 8 0 1 2 13
Modelling time-varying volatility interactions 0 0 0 8 0 5 10 20
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 1 4 6 128
Models with Multiplicative Decomposition of Conditional Variances and Correlations 1 1 1 37 2 5 6 146
On the relationship of country geopolitical risk on energy inflation 0 1 4 4 0 7 21 23
Outlier robust specification of multiplicative time-varying volatility models 0 0 0 18 1 3 7 20
Total Working Papers 1 4 11 1,382 12 98 182 3,711

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 1 18 0 5 8 93
Financial market linkages and the sovereign debt crisis 0 1 1 11 2 8 12 32
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 1 12 16 89
Modelling changes in the unconditional variance of long stock return series 0 0 0 42 2 8 12 154
Modelling dynamic interdependence in nonstationary variances with an application to carbon markets 0 0 2 2 0 5 11 11
Modelling volatility by variance decomposition 0 1 2 89 2 10 17 323
Outlier Robust Specification of Multiplicative Time-Varying Volatility Models 0 0 0 0 1 6 6 6
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 3 30 0 5 10 90
Total Journal Articles 0 2 9 203 8 59 92 798

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Statistics updated 2026-03-04