Cristina Amado

Finance · 2012–2014

A researcher in the Science corpus: 3 papers; trusts 43 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

Whom Cristina Amado trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle
  2. Tim Bollerslev
  3. Timo Teräsvirta
  4. Annastiina Silvennoinen
  5. Tae-Hwan Kim
  6. Lawrence R. Glosten
  7. Denis Pelletier
  8. Michael W. McCracken
  9. Halbert White
  10. Y. Tse

Who trusts Cristina Amado overall

  1. Rainer Dahlhaus
  2. Timo Teräsvirta
  3. Luca Agnello
  4. Christian Conrad
  5. Ricardo M. Sousa
  6. Vítor Castro
  7. D. Almeida

Papers from Cristina Amado's perspective

Ordered by how strongly the researchers Cristina Amado trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Generalized autoregressive conditional heteroskedasticity
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
  4. Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects (Review of Economics and Statistics)
  5. MODELING AND FORECASTING REALIZED VOLATILITY
  6. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  7. Asymptotic theory for multivariate GARCH processes
  8. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  9. Testing and Valuing Dynamic Correlations for Asset Allocation
  10. Long Memory and Regime Switching

Their papers