Cristina Amado
From MaRDI portal
Person:2440392
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Modelling dynamic interdependence in nonstationary variances with an application to carbon markets Journal of Economic Dynamics & Control | 2025-06-11 | Paper |
| Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations Journal of Business and Economic Statistics | 2025-01-20 | Paper |
| Specification and testing of multiplicative time-varying GARCH models with applications Econometric Reviews | 2022-06-07 | Paper |
| Modelling volatility by variance decomposition Journal of Econometrics | 2014-03-18 | Paper |
| Modelling volatility by variance decomposition Journal of Econometrics | 2013-08-01 | Paper |
Research outcomes over time
This page was built for person: Cristina Amado
