Autor

Nome:
Cristina Amado
Habilitações:
Doutoramento: Stockholm School of Economics, Economics Statistics, 2009
Mestrado: University of Porto, Economics, 2011
Licenciatura: University of Évora, Economics, 1996
e-mail:
camado@eeg.uminho.pt
URL:
https://sites.google.com/site/amadocristin/
Centro FCT:
Núcleo de Investigação em Políticas Económicas (2015)
Instituição REBIDES:
Universidade do Minho (2015)
Artigos 3:
Ranking: CEF.UP+NIPE (average of all rankings) (2012).

Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations. 24.44
Cristina Amado, Timo Teräsvirta
Journal Of Business And Economic Statistics, vol. 32, 2014, p. 69-87.

Modelling Changes in the Unconditional Variance of Long Stock Return Series 15.79
Cristina Amado, Timo Teräsvirta
Journal Of Empirical Finance, vol. 25, 2014, p. 15-35.

Modelling Volatility by Variance Decomposition 28.01
Cristina Amado, Timo Teräsvirta
Journal of Econometrics, vol. 175, 2013, p. 142-153.

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