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Cristina Amado

Ph.D in Economic Statistics Stockholm School of Economics


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. 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.


Campos-Martins, S , & Amado, C (2022)

Financial market linkages and the sovereign debt crisis

Journal of International Money and Finance, 123, 102596 DOI
Amado, C , Silvennoinen, A , & Teräsvirta, T (2018)

Models with Multiplicative Decomposition of Conditional Variances and Correlations

(No 7) Universidade do Minho, NIPE DOI
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 , Silvennoinen, A , & Teräsvirta, T (2017)

Modelling and Forecasting WIG20 Daily Returns

Central European Journal of Economic Modelling and Econometrics, 9, 173–200 DOI
Amado, C , & Laakkonen, H (2014)

Modelling 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 DOI


Continuity and Change in Portuguese Policymaking (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


Análise de Dados e Competências Transversais Mestrado
Econometria I Licenciatura
Tópicos de Econometria Mestrado