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 76 4 5 5 206
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 64 3 3 5 176
Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach 0 0 0 35 4 6 6 96
Financial Market Linkages and the Sovereign Debt Crisis 0 0 0 9 5 9 9 20
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 1 2 2 259
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 2 8 11 273
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 3 12 14 227
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 4 8 12 781
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 166 4 8 11 373
Modelling Time-Varying Volatility Interactions 0 0 0 65 3 6 10 37
Modelling Volatility by Variance Decomposition 0 0 1 116 2 5 6 265
Modelling Volatility by Variance Decomposition 0 0 1 184 2 5 11 458
Modelling and forecasting WIG20 daily returns 1 1 2 18 9 14 16 78
Modelling and forecasting WIG20 daily returns 1 1 1 35 4 5 9 104
Modelling causality in nonstationary variances with an application to carbon markets 0 0 2 8 0 1 3 13
Modelling time-varying volatility interactions 0 0 0 8 4 6 10 20
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 1 3 5 127
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 1 3 4 144
On the relationship of country geopolitical risk on energy inflation 0 1 4 4 5 9 23 23
Outlier robust specification of multiplicative time-varying volatility models 0 0 0 18 1 4 6 19
Total Working Papers 2 3 11 1,381 62 122 178 3,699

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 1 18 2 5 8 93
Financial market linkages and the sovereign debt crisis 1 1 1 11 5 8 10 30
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 6 11 15 88
Modelling changes in the unconditional variance of long stock return series 0 0 0 42 6 7 10 152
Modelling dynamic interdependence in nonstationary variances with an application to carbon markets 0 0 2 2 3 6 11 11
Modelling volatility by variance decomposition 0 1 2 89 4 9 17 321
Outlier Robust Specification of Multiplicative Time-Varying Volatility Models 0 0 0 0 2 5 5 5
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 3 30 4 6 11 90
Total Journal Articles 1 2 9 203 32 57 87 790

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Statistics updated 2026-02-12