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 1 57 1 2 7 140
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 2 74 1 1 8 171
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 1 3 104 0 3 16 222
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 2 91 0 1 13 222
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 67 0 1 16 186
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 3 196 1 5 22 673
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 163 0 0 8 321
Modelling Volatility by Variance Decomposition 0 0 2 103 0 3 14 182
Modelling Volatility by Variance Decomposition 0 1 2 173 1 4 18 413
Modelling and forecasting WIG20 daily returns 0 1 27 27 4 14 32 32
Total Working Papers 0 4 42 1,055 8 34 154 2,562


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 0 14 1 3 8 48
Modelling changes in the unconditional variance of long stock return series 0 0 4 36 1 4 23 108
Modelling volatility by variance decomposition 0 1 9 65 3 10 34 202
Specification and testing of multiplicative time-varying GARCH models with applications 1 3 6 6 3 7 18 18
Total Journal Articles 1 4 19 121 8 24 83 376


Statistics updated 2018-01-04