Follow
Cristina Amado
Title
Cited by
Cited by
Year
Modelling volatility by variance decomposition
C Amado, T Teräsvirta
Journal of Econometrics 175 (2), 142-153, 2013
1382013
Modelling changes in the unconditional variance of long stock return series
C Amado, T Teräsvirta
Journal of Empirical Finance 25, 15-35, 2014
762014
Modelling conditional and unconditional heteroskedasticity with smoothly time-varying structure
C Amado, T Terasvirta
CREATES Research Paper, 2008
632008
Specification and testing of multiplicative time-varying GARCH models with applications
C Amado, T Teräsvirta
Econometric Reviews 36 (4), 421-446, 2017
532017
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
C Amado, T Teräsvirta
Journal of Business & Economic Statistics 32 (1), 69-87, 2014
342014
Models with multiplicative decomposition of conditional variances and correlations
C Amado, A Silvennoinen, T Teräsvirta
Financial mathematics, volatility and covariance modelling, 217-260, 2019
252019
Financial market linkages and the sovereign debt crisis
S Campos-Martins, C Amado
Journal of International Money and Finance 123, 102596, 2022
112022
Modeling time-varying volatility in financial returns: Evidence from the bond markets
C Amado, H Laakkonen
Essays in Nonlinear Time Series Econometrics, 139-160, 2014
62014
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
C Amado, T Teräsvirta
Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE), 2011
62011
Financial market contagion and the sovereign debt crisis: a smooth transition approach
S Martins, C Amado
Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE), 2018
52018
Modelling and forecasting WIG20 daily returns
C Amado, A Silvennoinen, T Teräsvirta
Central European Journal of Economic Modelling and Econometrics, 173-200, 2017
42017
Modelling Causality in Nonstationary Variances with an Application to Carbon Markets
S Campos-Martins, C Amado
Available at SSRN 4717914, 2023
2023
Modelling causality in nonstationary variances with an application to carbon markets
S Martins, C Amado
Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE), 2023
2023
Acknowledgment to the Reviewers of Econometrics in 2022
A Nazemi, JB Hasse, A Luati, JC Statnik, A Maynard, JJ Forneron, ...
2023
Outlier robust specification of multiplicative time-varying volatility models
C Amado
Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE), 2022
2022
Modelling time-varying volatility interactions
S Campos-Martins, C Amado
Available at SSRN 4573593, 2021
2021
Modelling time-varying volatility interactions
SC Martins, C Amado
Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE), 2021
2021
Modelling Time-Varying Volatility Interactions with an Application to Volatility Contagion
S Martins, C Amado
2018
Modelling volatility by multiplicative decomposition of the variance
C Amado, T Teräsvirta
Suomen Tilastoseuran vuosikirja 2010, 63-71, 2011
2011
A smooth transition approach to modelling diurnal variation in models of autoregressive conditional duration
C Amado, T Teräsvirta
2009
The system can't perform the operation now. Try again later.
Articles 1–20