People
- Full member
Cristina Amado
Ph.D in Economic Statistics Stockholm School of EconomicsCampus de Gualtar - Edificio 8 - 2.34
About
Areas of interest
Publications
Financial market linkages and the sovereign debt crisis
Journal of International Money and Finance, 123, 102596 DOISpecification and Testing of Multiplicative Time-Varying GARCH Models with Applications
Econometric Reviews, 36(4), 421–446 DOIModelling and Forecasting WIG20 Daily Returns
Central European Journal of Economic Modelling and Econometrics, 9, 173–200 DOIConditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Journal of Business and Economic Statistics, 32(1), 69–87 DOIModelling changes in the unconditional variance of long stock return series
Journal of Empirical Finance, 25, 15–35 DOIModelling volatility by variance decomposition
Journal of Econometrics, 175(2), 142–153 DOIModels with Multiplicative Decomposition of Conditional Variances and Correlations
(No 7) Universidade do Minho, NIPE DOIModelling Time-Varying Volatility in Financial Returns: Evidence from the Bond Markets
In N Haldrup, M Meitz, & P Saikkonen (Eds ), Essays in Nonlinear Time Series Econometrics (pp 139–160) Oxford University Press DOIModelling volatility by multiplicative decomposition of the variance
In Suomen Tilastoseuran vuosikirja 2010, (pp 63-71) Finnish Statistical Society DOIProjects
Continuidade e Mudança nas Políticas Públicas em Portugal (1975-2020)
Funding: Fundação Francisco Manuel dos Santos
Duration: 2021-10-01 - 2024-04-30
Avanços em Modelação Econométrica de Séries Temporais Não-Lineares e Aplicações
Funding: Programa Operacional Competitividade e Internacionalização
Duration: 2018-10-01 - 2022-09-30
Modelling Volatility and Durations with Nonlinear Time Series Models
Funding: Fundação para a Ciência e Tecnologia
Duration: 2013-01-01 - 2015-06-30
Teaching
SDG
