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Details about Cristina Amado

E-mail:
Homepage:https://sites.google.com/site/amadocristin/
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
Workplace:Núcleo de Investigação em Políticas Económicas (NIPE) (Research Unit in Economic Policies), Universidade do Minho (University of Minho), (more information at EDIRC)
Escola de Economia e Gestão (School of Economics and Management), Universidade do Minho (University of Minho), (more information at EDIRC)

Access statistics for papers by Cristina Amado.

Last updated 2017-04-23. Update your information in the RePEc Author Service.

Short-id: pam81


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Working Papers

2017

  1. Modelling and forecasting WIG20 daily returns
    NIPE Working Papers, NIPE - Universidade do Minho Downloads

2012

  1. Modelling Changes in the Unconditional Variance of Long Stock Return Series
    NIPE Working Papers, NIPE - Universidade do Minho Downloads View citations (6)
    Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2012) Downloads View citations (3)

    See also Journal Article in Journal of Empirical Finance (2014)

2011

  1. Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (3)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) Downloads View citations (3)

    See also Journal Article in Journal of Business & Economic Statistics (2014)
  2. Modelling Volatility by Variance Decomposition
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (2)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) Downloads View citations (16)

    See also Journal Article in Journal of Econometrics (2013)

2008

  1. Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads View citations (12)
    Also in NIPE Working Papers, NIPE - Universidade do Minho (2008) Downloads View citations (25)
    SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2008) Downloads View citations (13)

Journal Articles

2017

  1. Specification and testing of multiplicative time-varying GARCH models with applications
    Econometric Reviews, 2017, 36, (4), 421-446 Downloads View citations (3)

2014

  1. Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations
    Journal of Business & Economic Statistics, 2014, 32, (1), 69-87 Downloads View citations (5)
    See also Working Paper (2011)
  2. Modelling changes in the unconditional variance of long stock return series
    Journal of Empirical Finance, 2014, 25, (C), 15-35 Downloads View citations (21)
    See also Working Paper (2012)

2013

  1. Modelling volatility by variance decomposition
    Journal of Econometrics, 2013, 175, (2), 142-153 Downloads View citations (24)
    See also Working Paper (2011)
 
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