Details about Cristina Amado
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
- Modelling Changes in the Unconditional Variance of Long Stock Return Series
NIPE Working Papers, NIPE - Universidade do Minho
View citations (2)
Also in CREATES Research Papers, School of Economics and Management, University of Aarhus (2012)
View citations (1)
2011
- Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
CREATES Research Papers, School of Economics and Management, University of Aarhus 
Also in NIPE Working Papers, NIPE - Universidade do Minho (2011)
- Modelling Volatility by Variance Decomposition
CREATES Research Papers, School of Economics and Management, University of Aarhus
View citations (1)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2011)
View citations (7)
2008
- Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
Working Paper Series in Economics and Finance, Stockholm School of Economics
View citations (6)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2008)
View citations (10)
CREATES Research Papers, School of Economics and Management, University of Aarhus (2008)
View citations (6)