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
Financial Market Linkages and the Sovereign Debt Crisis 0 0 0 9 0 0 0 11
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 1 1 2 264
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 0 0 0 257
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 166 0 1 4 365
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 0 210 1 1 2 771
Modelling Time-Varying Volatility Interactions 0 0 0 65 0 0 1 28
Modelling Volatility by Variance Decomposition 0 0 1 116 0 0 2 260
Modelling Volatility by Variance Decomposition 0 0 1 184 1 1 4 451
Modelling and forecasting WIG20 daily returns 0 0 0 34 0 1 3 98
Modelling and forecasting WIG20 daily returns 0 0 1 17 0 0 2 64
Modelling causality in nonstationary variances with an application to carbon markets 0 0 7 7 0 0 11 11
Modelling time-varying volatility interactions 0 0 0 8 0 1 4 13
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 1 1 3 124
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 0 0 1 140
On the relationship of country geopolitical risk on energy inflation 0 2 3 3 1 4 9 9
Outlier robust specification of multiplicative time-varying volatility models 0 0 0 18 2 2 3 15
Total Working Papers 0 2 13 1,377 7 13 53 3,557

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 2 18 1 2 5 88
Financial market linkages and the sovereign debt crisis 0 0 0 10 1 1 1 21
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 0 42 0 0 2 144
Modelling dynamic interdependence in nonstationary variances with an application to carbon markets 0 0 1 1 2 2 4 4
Modelling volatility by variance decomposition 0 0 1 87 0 2 8 310
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 3 30 0 1 6 84
Total Journal Articles 0 0 7 199 4 8 28 725

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Statistics updated 2025-09-05