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 3 4 9 210
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 64 6 7 11 183
Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach 0 0 0 35 1 1 7 97
Financial Market Linkages and the Sovereign Debt Crisis 0 0 0 9 2 5 14 25
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 1 2 12 275
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 3 4 6 263
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 2 5 19 232
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 1 1 1 167 2 3 12 376
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 2 4 16 785
Modelling Time-Varying Volatility Interactions 0 0 0 65 1 2 11 39
Modelling Volatility by Variance Decomposition 0 0 1 184 1 1 10 459
Modelling Volatility by Variance Decomposition 0 0 1 116 3 6 12 271
Modelling and forecasting WIG20 daily returns 0 0 1 35 5 6 13 110
Modelling and forecasting WIG20 daily returns 0 0 1 18 5 5 19 83
Modelling causality in nonstationary variances with an application to carbon markets 0 0 1 8 0 0 2 13
Modelling time-varying volatility interactions 0 0 0 8 2 2 12 22
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 1 2 7 129
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 1 1 37 5 8 12 152
On the relationship of country geopolitical risk on energy inflation 0 0 4 4 1 1 21 24
Outlier robust specification of multiplicative time-varying volatility models 0 0 0 18 1 2 8 21
Total Working Papers 1 2 11 1,383 47 70 233 3,769

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 2 10 95
Financial market linkages and the sovereign debt crisis 1 1 2 12 7 9 19 39
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 1 15 89
Modelling changes in the unconditional variance of long stock return series 1 1 1 43 4 8 16 160
Modelling dynamic interdependence in nonstationary variances with an application to carbon markets 0 0 1 2 3 3 13 14
Modelling volatility by variance decomposition 0 0 2 89 3 6 20 327
Outlier Robust Specification of Multiplicative Time-Varying Volatility Models 0 0 0 0 0 2 7 7
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 1 30 1 4 12 94
Total Journal Articles 2 2 8 205 20 35 112 825

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Statistics updated 2026-05-06