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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
Department of Economics, University of Minho, School of Economics and Management, Campus de Gualtar, 4710-057 Braga, Portugal
+351 253 601 383
Braga, Portugal

: +351-253604534
Escola de Economia e Gestão, 4710-057 Braga
RePEc:edi:nipampt (more details at EDIRC)
Braga, Portugal

: 253 604584
253 676375
Campus de Gualtar, 4700 Braga
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 & Annastiina Silvennoinen & Timo Teräsvirta, 2017. "Modelling and forecasting WIG20 daily returns," NIPE Working Papers 09/2017, NIPE - Universidade do Minho.
  2. 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.
  3. Cristina Amado & Timo Teräsvirta, 2011. "Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations," CREATES Research Papers 2011-24, Department of Economics and Business Economics, Aarhus University.
  4. Cristina Amado & Timo Teräsvirta, 2011. "Modelling Volatility by Variance Decomposition," NIPE Working Papers 01/2011, NIPE - Universidade do Minho.
  5. Christina Amado & Timo Teräsvirta, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," CREATES Research Papers 2008-08, Department of Economics and Business Economics, Aarhus University.
  1. Cristina Amado & Timo Teräsvirta, 2017. "Specification and testing of multiplicative time-varying GARCH models with applications," Econometric Reviews, Taylor & Francis Journals, vol. 36(4), pages 421-446, April.
  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. 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.
  4. Amado, Cristina & Teräsvirta, Timo, 2013. "Modelling volatility by variance decomposition," Journal of Econometrics, Elsevier, vol. 175(2), pages 142-153.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. 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
  2. NEP-ECM: Econometrics (5) 2008-02-02 2011-01-23 2011-05-24 2012-02-27 2017-04-09. Author is listed
  3. NEP-FOR: Forecasting (3) 2012-02-27 2012-03-14 2017-04-09. Author is listed
  4. NEP-ORE: Operations Research (2) 2011-05-24 2011-06-25
  5. NEP-FMK: Financial Markets (1) 2012-03-14
  6. NEP-RMG: Risk Management (1) 2011-01-23

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