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 2 14 186
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 76 0 0 9 210
Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach 0 0 0 35 1 2 10 100
Financial Market Linkages and the Sovereign Debt Crisis 0 0 0 9 0 0 15 26
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 1 2 8 265
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 1 1 14 278
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 1 1 15 787
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 1 167 0 2 13 378
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 1 2 22 236
Modelling Time-Varying Volatility Interactions 0 0 0 65 0 1 14 43
Modelling Volatility by Variance Decomposition 0 0 0 184 1 3 12 463
Modelling Volatility by Variance Decomposition 0 0 1 117 0 0 12 272
Modelling and forecasting WIG20 daily returns 0 0 1 35 0 1 14 113
Modelling and forecasting WIG20 daily returns 0 0 1 18 0 2 21 85
Modelling causality in nonstationary variances with an application to carbon markets 0 0 0 8 1 1 3 15
Modelling time-varying volatility interactions 0 0 0 8 0 1 11 24
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 2 10 17 141
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 1 37 1 3 15 156
On the relationship of country geopolitical risk on energy inflation 0 0 2 5 0 2 17 29
Outlier robust specification of multiplicative time-varying volatility models 0 0 0 18 2 2 9 24
Total Working Papers 0 0 7 1,385 12 38 265 3,831

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 2 3 12 100
Financial market linkages and the sovereign debt crisis 0 0 2 12 0 0 19 40
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 0 16 92
Modelling changes in the unconditional variance of long stock return series 0 0 1 43 1 2 19 164
Modelling dynamic interdependence in nonstationary variances with an application to carbon markets 0 0 2 3 1 2 13 17
Modelling volatility by variance decomposition 0 0 4 91 1 2 25 335
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 1 1 1 31 2 4 16 100
Total Journal Articles 1 1 10 209 7 13 127 855

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Statistics updated 2026-10-11