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 4:

Specification and Testing of Multiplicative Time-Varying GARCH Models with Applications
Cristina Amado, Timo Teräsvirta
Econometric Reviews, vol. 36, 2017, p. 421-446.

Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations.
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
Cristina Amado, Timo Teräsvirta
Journal Of Empirical Finance, vol. 25, 2014, p. 15-35.

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

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