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 | 0 | 0 | 18 | 0 | 2 | 10 | 97 |
| Financial market linkages and the sovereign debt crisis | 0 | 0 | 2 | 12 | 0 | 1 | 20 | 40 |
| Modelling and Forecasting WIG20 Daily Returns | 0 | 0 | 0 | 11 | 0 | 3 | 18 | 92 |
| Modelling changes in the unconditional variance of long stock return series | 0 | 0 | 1 | 43 | 0 | 2 | 18 | 162 |
| Modelling dynamic interdependence in nonstationary variances with an application to carbon markets | 0 | 1 | 2 | 3 | 0 | 1 | 13 | 15 |
| Modelling volatility by variance decomposition | 0 | 2 | 4 | 91 | 0 | 6 | 23 | 333 |
| Outlier Robust Specification of Multiplicative Time-Varying Volatility Models | 0 | 0 | 0 | 0 | 0 | 0 | 7 | 7 |
| Specification and testing of multiplicative time-varying GARCH models with applications | 0 | 0 | 0 | 30 | 1 | 3 | 13 | 97 |
| Total Journal Articles | 0 | 3 | 9 | 208 | 1 | 18 | 122 | 843 |
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