Details about Cristina Amado
| E-mail: | camado@eeg.uminho.pt
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| Homepage: | https://sites.google.com/view/cristina-amado
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| 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 e Empresariais (NIPE) (Centre for Research in Economics and Management), Escola de Economia e Gestão (School of Economics and Management), 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)
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Access statistics for papers by Cristina Amado.
Last updated 2019-10-23. Update your information in the RePEc Author Service.
Short-id: pam81
Jump to Journal Articles
Working Papers
2018
- Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach
NIPE Working Papers, NIPE - Universidade do Minho  View citations (1)
- Models with Multiplicative Decomposition of Conditional Variances and Correlations
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2018) View citations (3)
2017
- Modelling and forecasting WIG20 daily returns
NIPE Working Papers, NIPE - Universidade do Minho View citations (7)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2017) View citations (6)
See also Journal Article Modelling and Forecasting WIG20 Daily Returns, Central European Journal of Economic Modelling and Econometrics, Central European Journal of Economic Modelling and Econometrics (2017) View citations (6) (2017)
2012
- Modelling Changes in the Unconditional Variance of Long Stock Return Series
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (5)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2012) View citations (8)
See also Journal Article Modelling changes in the unconditional variance of long stock return series, Journal of Empirical Finance, Elsevier (2014) View citations (40) (2014)
2011
- Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (3)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) View citations (3)
See also Journal Article Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations, Journal of Business & Economic Statistics, Taylor & Francis Journals (2014) View citations (22) (2014)
- Modelling Volatility by Variance Decomposition
CREATES Research Papers, Department of Economics and Business Economics, Aarhus University View citations (8)
Also in NIPE Working Papers, NIPE - Universidade do Minho (2011) View citations (16)
See also Journal Article Modelling volatility by variance decomposition, Journal of Econometrics, Elsevier (2013) View citations (76) (2013)
2008
- Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure
NIPE Working Papers, NIPE - Universidade do Minho View citations (44)
Also in CREATES Research Papers, Department of Economics and Business Economics, Aarhus University (2008) View citations (44)
SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics (2008) View citations (38)
Journal Articles
2017
- Modelling and Forecasting WIG20 Daily Returns
Central European Journal of Economic Modelling and Econometrics, 2017, 9, (3), 173-200 View citations (6)
See also Working Paper Modelling and forecasting WIG20 daily returns, NIPE Working Papers (2017) View citations (7) (2017)
- Specification and testing of multiplicative time-varying GARCH models with applications
Econometric Reviews, 2017, 36, (4), 421-446 View citations (29)
2014
- Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations
Journal of Business & Economic Statistics, 2014, 32, (1), 69-87 View citations (22)
See also Working Paper Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations, CREATES Research Papers (2011) View citations (3) (2011)
- Modelling changes in the unconditional variance of long stock return series
Journal of Empirical Finance, 2014, 25, (C), 15-35 View citations (40)
See also Working Paper Modelling Changes in the Unconditional Variance of Long Stock Return Series, CREATES Research Papers (2012) View citations (5) (2012)
2013
- Modelling volatility by variance decomposition
Journal of Econometrics, 2013, 175, (2), 142-153 View citations (76)
See also Working Paper Modelling Volatility by Variance Decomposition, CREATES Research Papers (2011) View citations (8) (2011)
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