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 0 1 172
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 76 0 0 0 201
Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach 0 0 0 35 0 0 1 90
Financial Market Linkages and the Sovereign Debt Crisis 0 0 0 9 0 0 0 11
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 0 0 0 257
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 0 1 2 264
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 1 2 3 772
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 1 1 1 214
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 166 0 0 4 365
Modelling Time-Varying Volatility Interactions 0 0 0 65 1 1 2 29
Modelling Volatility by Variance Decomposition 0 0 1 116 0 0 2 260
Modelling Volatility by Variance Decomposition 0 0 1 184 0 1 4 451
Modelling and forecasting WIG20 daily returns 0 0 1 17 0 0 2 64
Modelling and forecasting WIG20 daily returns 0 0 0 34 1 1 4 99
Modelling causality in nonstationary variances with an application to carbon markets 1 1 2 8 1 1 4 12
Modelling time-varying volatility interactions 0 0 0 8 0 0 3 13
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 1 1 1 141
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 0 1 3 124
On the relationship of country geopolitical risk on energy inflation 0 0 3 3 3 4 12 12
Outlier robust specification of multiplicative time-varying volatility models 0 0 0 18 0 2 3 15
Total Working Papers 1 1 8 1,378 9 16 52 3,566

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 0 2 4 88
Financial market linkages and the sovereign debt crisis 0 0 0 10 0 1 1 21
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 2 2 3 76
Modelling changes in the unconditional variance of long stock return series 0 0 0 42 1 1 3 145
Modelling dynamic interdependence in nonstationary variances with an application to carbon markets 0 0 1 1 0 2 4 4
Modelling volatility by variance decomposition 0 0 0 87 0 2 7 310
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 3 30 0 1 6 84
Total Journal Articles 0 0 5 199 3 11 28 728

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Statistics updated 2025-10-06