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Cristina Amado
Ph.D in Economic Statistics (Stockholm School of Economics)
Department of Economics
 
  Assistant Professor
  camado@eeg.uminho.pt
   +351 253 601 383 , 253 604 584
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.
Time-series analysis
nonlinear modelling and mathematical statistics.
Selected 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
Econometric Modelling of Time Series
Doctorate
Financial econometrics
Master's
Dynamic and Growth Economics
Bachelor
Mathmatical Economics
Doctorate
Applied Statistics for Economics and Management
Bachelor
Thesis Project
Doctorate
Research in Applied Economics
Bachelor
Economics Seminars
Doctorate
Topics in Econometrics
Master's