Cristina Amado
Names
| first: |
Cristina |
| last: |
Amado |
Identifer
Contact
| homepage: |
https://sites.google.com/view/cristina-amado |
|
| phone: |
+351 253 601 383 |
| postal address: |
Department of Economics, University of Minho, School of Economics and Management, Campus de Gualtar, 4710-057 Braga, Portugal |
Affiliations
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Universidade do Minho
/ Escola de Economia e Gestão
/ Núcleo de Investigação em Políticas Económicas e Empresariais (NIPE) (weight: 50%)
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Universidade do Minho
/ Escola de Economia e Gestão (weight: 50%)
Research profile
author of:
- Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure (repec:aah:create:2008-08)
by Christina Amado & Timo Teräsvirta - Modelling Volatility by Variance Decomposition (repec:aah:create:2011-01)
by Cristina Amado & Timo Teräsvirta - Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations (repec:aah:create:2011-24)
by Cristina Amado & Timo Teräsvirta - Modelling Changes in the Unconditional Variance of Long Stock Return Series (repec:aah:create:2012-07)
by Cristina Amado & Timo Teräsvirta - Modelling and forecasting WIG20 daily returns (repec:aah:create:2017-29)
by Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta - Models with Multiplicative Decomposition of Conditional Variances and Correlations (repec:aah:create:2018-14)
by Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta - Modelling dynamic interdependence in nonstationary variances with an application to carbon markets (repec:eee:dyncon:v:173:y:2025:i:c:s0165188925000284)
by Campos-Martins, Susana & Amado, Cristina - Modelling volatility by variance decomposition (repec:eee:econom:v:175:y:2013:i:2:p:142-153)
by Amado, Cristina & Teräsvirta, Timo - Modelling changes in the unconditional variance of long stock return series (repec:eee:empfin:v:25:y:2014:i:c:p:15-35)
by Amado, Cristina & Teräsvirta, Timo - Financial market linkages and the sovereign debt crisis (repec:eee:jimfin:v:123:y:2022:i:c:s0261560621002473)
by Campos-Martins, Susana & Amado, Cristina - Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure (repec:hhs:hastef:0691)
by Amado, Cristina & Teräsvirta, Timo - Modelling Volatility by Variance Decomposition (repec:nip:nipewp:01/2011)
by Cristina Amado & Timo Teräsvirta - Modelling Changes in the Unconditional Variance of Long Stock Return Series (repec:nip:nipewp:02/2012)
by Cristina Amado & Timo Terasvirta - Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure (repec:nip:nipewp:03/2008)
by Cristina Amado & Timo Teräsvirta - Models with Multiplicative Decomposition of Conditional Variances and Correlations (repec:nip:nipewp:07/2018)
by Cristina Amado & Annastiina Silvennoinen & Timo Ter¨asvirta - Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach (repec:nip:nipewp:08/2018)
by Susana Martins & Cristina Amado - Modelling and forecasting WIG20 daily returns (repec:nip:nipewp:09/2017)
by Cristina Amado & Annastiina Silvennoinen & Timo Teräsvirta - On the relationship of country geopolitical risk on energy inflation (repec:nip:nipewp:1/2024)
by Cristina Amado & Ignacio Garrón & Helena Veiga - Outlier robust specification of multiplicative time-varying volatility models (repec:nip:nipewp:11/2022)
by Cristina Amado - Modelling Time-Varying Volatility Interactions (repec:nip:nipewp:12/2021)
by Susana Campos-Martins & Cristina Amado - Modelling causality in nonstationary variances with an application to carbon markets (repec:nip:nipewp:13/2023)
by Susana Campos-Martins & Cristina Amado - Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations (repec:nip:nipewp:15/2011)
by Cristina Amado & Timo Teräsvirta - Financial Market Linkages and the Sovereign Debt Crisis (repec:oxf:wpaper:946)
by Susana Campos-Martins & Cristina Amado - Modelling time-varying volatility interactions (repec:oxf:wpaper:947)
by Susana Campos-Martins & Cristina Amado - Modelling and Forecasting WIG20 Daily Returns (repec:psc:journl:v:9:y:2017:i:3:p:173-200)
by Cristina Amado & Annastiina Silvennoinen & Timo Terasvirta - Specification and testing of multiplicative time-varying GARCH models with applications (repec:taf:emetrv:v:36:y:2017:i:4:p:421-446)
by Cristina Amado & Timo Teräsvirta - Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations (repec:taf:jnlbes:v:32:y:2014:i:1:p:69-87)
by Cristina Amado & Timo Teräsvirta