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Cristina Amado
Doutoramento em Ekonomisk Statistik (Escola de Economia de Estocolmo)
Departamento de Economia
 
  Professor Auxiliar
  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 econometrics, nonlinear time-series analysis, modelling financial time-series, and model specification testing.
Time-Series Econometrics
Nonlinear Time-Series Analysis
Modelling Financial Time-Series
and Model Specification Testing.
Publicações selecionadas
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
Análise de Séries Temporais
Doutoramento
Econometria Financeira
Mestrado
Economia Dinâmica e Crescimento
Licenciatura
Economia Matemática
Doutoramento
Estatística Aplicada à Economia e Gestão
Licenciatura
Projeto em Economia Aplicada
Licenciatura
Tópicos de Econometria
Mestrado