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Cristina Amado

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
RePEc Short-ID:pam81
Postal Address:Department of Economics, University of Minho, School of Economics and Management, Campus de Gualtar, 4710-057 Braga, Portugal
Phone:+351 253 601 383
Location: Braga, Portugal
Phone: +351-253604534
Fax: +351-253676375
Postal: Escola de Economia e Gestão, 4710-057 Braga
Handle: RePEc:edi:nipampt (more details at EDIRC)
Location: Braga, Portugal
Phone: 253 604584
Fax: 253 676375
Postal: Campus de Gualtar, 4700 Braga
Handle: RePEc:edi:deeegpt (more details at EDIRC)

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

  1. Portuguese Economists
  2. Department of Economics, University of Minho
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  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. "Modelling Volatility by Variance Decomposition," NIPE Working Papers 01/2011, NIPE - Universidade do Minho.
  3. 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.
  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.
  1. Cristina Amado & Timo Teräsvirta, 2014. "Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(1), pages 69-87, January.
  2. 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.
  3. Amado, Cristina & Teräsvirta, Timo, 2013. "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, vol. 175(2), pages 142-153.
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

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