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 | 1 | 2 | 10 | 98 |
| 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 | 1 | 18 | 92 |
| Modelling changes in the unconditional variance of long stock return series | 0 | 0 | 1 | 43 | 1 | 1 | 19 | 163 |
| Modelling dynamic interdependence in nonstationary variances with an application to carbon markets | 0 | 1 | 2 | 3 | 1 | 2 | 12 | 16 |
| Modelling volatility by variance decomposition | 0 | 1 | 4 | 91 | 1 | 4 | 24 | 334 |
| 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 | 14 | 98 |
| Total Journal Articles | 0 | 2 | 9 | 208 | 5 | 13 | 123 | 848 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.