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 | 3 | 10 | 96 |
| Financial market linkages and the sovereign debt crisis | 0 | 1 | 2 | 12 | 1 | 8 | 20 | 40 |
| Modelling and Forecasting WIG20 Daily Returns | 0 | 0 | 0 | 11 | 2 | 2 | 17 | 91 |
| Modelling changes in the unconditional variance of long stock return series | 0 | 1 | 1 | 43 | 2 | 8 | 18 | 162 |
| Modelling dynamic interdependence in nonstationary variances with an application to carbon markets | 0 | 0 | 1 | 2 | 0 | 3 | 12 | 14 |
| Modelling volatility by variance decomposition | 1 | 1 | 3 | 90 | 3 | 7 | 22 | 330 |
| Outlier Robust Specification of Multiplicative Time-Varying Volatility Models | 0 | 0 | 0 | 0 | 0 | 1 | 7 | 7 |
| Specification and testing of multiplicative time-varying GARCH models with applications | 0 | 0 | 0 | 30 | 1 | 5 | 12 | 95 |
| Total Journal Articles | 1 | 3 | 7 | 206 | 10 | 37 | 118 | 835 |
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