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Cristina Amado

Ph.D in Economic Statistics Stockholm School of Economics

About

Cristina Amado is currently an Assistant Professor in the Department of Economics at the University of Minho, Portugal, and an international research fellow at CREATES, Aarhus University. She holds a PhD in Economic Statistics from the Stockholm School of Economics with a thesis entitled “Four essays on the econometric modelling of volatility and durations” since 2009. She is also a research member at the Economic Policies Research Centre (NIPE). Her main research interests lie within the fields of time-series analysis, nonlinear modelling and mathematical statistics.

 

 

Areas of interest

Time-series analysis
nonlinear modelling and mathematical statistics.

Publications

Amado, C , & Teräsvirta, T (2017)

Specification and Testing of Multiplicative Time-Varying GARCH Models with Applications

Econometric Reviews, 36(4), 421–446 DOI
Amado, C , & Teräsvirta, T (2014)

Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations

Journal of Business and Economic Statistics, 32(1), 69–87 DOI
Amado, C , & Teräsvirta, T (2014)

Modelling changes in the unconditional variance of long stock return series

Journal of Empirical Finance, 25, 15–35 DOI
Amado, C , & Teräsvirta, T (2013)

Modelling volatility by variance decomposition

Journal of Econometrics, 175(2), 142–153 DOI

Projects

Advances in Nonlinear Time Series Econometric Modelling and Applications

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

Análise de Dados e Competências Transversais Mestrado
Análise de Séries Temporais Doutoramento
Econometria Mestrado
Econometria I Licenciatura
Economia Matemática Doutoramento
Tópicos de Econometria Mestrado

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