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.