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 0 0 0 201
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 64 0 1 2 173
Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach 0 0 0 35 1 1 2 91
Financial Market Linkages and the Sovereign Debt Crisis 0 0 0 9 2 2 2 13
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 6 7 9 271
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 0 0 0 257
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 166 4 4 8 369
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 7 9 9 222
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 3 5 7 776
Modelling Time-Varying Volatility Interactions 0 0 0 65 1 4 5 32
Modelling Volatility by Variance Decomposition 0 0 1 184 1 3 7 454
Modelling Volatility by Variance Decomposition 0 0 1 116 2 2 4 262
Modelling and forecasting WIG20 daily returns 0 0 0 34 1 2 5 100
Modelling and forecasting WIG20 daily returns 0 0 1 17 3 3 5 67
Modelling causality in nonstationary variances with an application to carbon markets 0 1 2 8 0 1 3 12
Modelling time-varying volatility interactions 0 0 0 8 1 2 5 15
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 0 0 3 124
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 0 1 1 141
On the relationship of country geopolitical risk on energy inflation 0 0 3 3 2 7 16 16
Outlier robust specification of multiplicative time-varying volatility models 0 0 0 18 2 2 4 17
Total Working Papers 0 1 8 1,378 36 56 97 3,613

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 0 3 88
Financial market linkages and the sovereign debt crisis 0 0 0 10 2 3 4 24
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 3 4 77
Modelling changes in the unconditional variance of long stock return series 0 0 0 42 1 2 4 146
Modelling dynamic interdependence in nonstationary variances with an application to carbon markets 0 1 2 2 1 2 6 6
Modelling volatility by variance decomposition 0 1 1 88 1 3 10 313
Outlier Robust Specification of Multiplicative Time-Varying Volatility Models 0 0 0 0 0 0 0 0
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 3 30 1 1 6 85
Total Journal Articles 0 2 7 201 6 14 37 739

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Statistics updated 2025-12-06