Access Statistics for Cristina Amado
Author contact details at EconPapers.
| 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 | 1 | 17 | 1 | 2 | 12 | 85 |
| Modelling and Forecasting WIG20 Daily Returns | 0 | 0 | 1 | 11 | 0 | 1 | 4 | 73 |
| Modelling changes in the unconditional variance of long stock return series | 0 | 0 | 1 | 42 | 0 | 0 | 1 | 142 |
| Modelling volatility by variance decomposition | 0 | 1 | 5 | 87 | 0 | 1 | 11 | 303 |
| Specification and testing of multiplicative time-varying GARCH models with applications | 0 | 0 | 2 | 27 | 0 | 1 | 7 | 79 |
| Total Journal Articles | 0 | 2 | 10 | 184 | 1 | 5 | 35 | 682 |
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