Advanced Search
MyIDEAS: Login to follow this author

Cristina Amado

Contents:

This is information that was supplied by Cristina Amado in registering through RePEc. If you are Cristina Amado , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Cristina
Middle Name:
Last Name: Amado
Suffix:

RePEc Short-ID: pam81

Email:
Homepage:
Postal Address:
Phone:

Affiliation

Núcleo de Investigação em Políticas Económicas (NIPE)
Universidade do Minho
Location: Braga, Portugal
Homepage: http://www.eeg.uminho.pt/economia/nipe/
Email:
Phone: +351-253604534
Fax: +351-253676375
Postal: Escola de Economia e Gestão, 4710-057 Braga
Handle: RePEc:edi:nipampt (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Portuguese Economists

Works

as in new window

Working papers

  1. Cristina Amado & Timo Terasvirta, 2012. "Modelling Changes in the Unconditional Variance of Long Stock Return Series," NIPE Working Papers 02/2012, NIPE - Universidade do Minho.
  2. Cristina Amado & Timo Teräsvirta, 2011. "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," CREATES Research Papers 2011-24, School of Economics and Management, University of Aarhus.
  3. Cristina Amado & Timo Teräsvirta, 2011. "Modelling Volatility by Variance Decomposition," NIPE Working Papers 01/2011, NIPE - Universidade do Minho.
  4. Christina Amado & Timo Teräsvirta, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers 2008-08, School of Economics and Management, University of Aarhus.

Articles

  1. Amado, Cristina & Teräsvirta, Timo, 2014. "Modelling changes in the unconditional variance of long stock return series," Journal of Empirical Finance, Elsevier, vol. 25(C), pages 15-35.
  2. Amado, Cristina & Teräsvirta, Timo, 2013. "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, vol. 175(2), pages 142-153.

NEP Fields

8 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (4) 2008-02-02 2011-01-23 2011-05-24 2012-02-27. Author is listed
  2. NEP-ETS: Econometric Time Series (7) 2008-02-02 2008-03-01 2008-06-27 2011-01-23 2011-05-24 2011-06-25 2012-03-14. Author is listed
  3. NEP-FMK: Financial Markets (1) 2012-03-14
  4. NEP-FOR: Forecasting (2) 2012-02-27 2012-03-14. Author is listed
  5. NEP-ORE: Operations Research (2) 2011-05-24 2011-06-25. Author is listed
  6. NEP-RMG: Risk Management (1) 2011-01-23

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Cristina Amado should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.