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Details about Cristina Amado

E-mail:
Workplace:Núcleo de Investigação em Políticas Económicas (NIPE) (Research Unit in Economic Policies), Universidade do Minho (University of Minho), (more information at EDIRC)

Access statistics for papers by Cristina Amado.

Last updated 2012-04-21. Update your information in the RePEc Author Service.

Short-id: pam81


Working Papers

2012

  1. Modelling Changes in the Unconditional Variance of Long Stock Return Series
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (2)
    Also in CREATES Research Papers, School of Economics and Management, University of Aarhus (2012) Downloads View citations (1)

2011

  1. Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    CREATES Research Papers, School of Economics and Management, University of Aarhus Downloads
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) Downloads
  2. Modelling Volatility by Variance Decomposition
    CREATES Research Papers, School of Economics and Management, University of Aarhus Downloads View citations (1)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) Downloads View citations (7)

2008

  1. Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    Working Paper Series in Economics and Finance, Stockholm School of Economics Downloads View citations (6)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2008) Downloads View citations (10)
    CREATES Research Papers, School of Economics and Management, University of Aarhus (2008) Downloads View citations (6)
 
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