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.
Nonlinear Time-Series Analysis
Modelling Financial Time-Series
and Model Specification Testing.
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
Economia Dinâmica e Crescimento
Estatística Aplicada à Economia e Gestão
Projeto em Economia Aplicada
Tópicos de Econometria