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
1072013
Modelling changes in the unconditional variance of long stock return series
C Amado, T Teräsvirta
Journal of Empirical Finance 25, 15-35, 2014
582014
Modelling conditional and unconditional heteroskedasticity with smoothly time-varying structure
C Amado, T Terasvirta
CREATES Research Paper, 2008
512008
Specification and testing of multiplicative time-varying GARCH models with applications
C Amado, T Teräsvirta
Econometric Reviews 36 (4), 421-446, 2017
272017
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
252014
Models with multiplicative decomposition of conditional variances and correlations
C Amado, A Silvennoinen, T Teräsvirta
Financial mathematics, volatility and covariance modelling 2, 217-260, 2019
122019
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
52014
Modelling changes in the unconditional variance of long stock return series
C Amado, T Teräsvirta
Universidade do Minho. Núcleo de Investigação em Políticas Económicas (NIPE), 2012
52012
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
32018
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
32011
Modelling and forecasting WIG20 daily returns
C Amado, A Silvennoinen, T Teräsvirta
Central European Journal of Economic Modelling and Econometrics, 173-200, 2017
22017
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
The Finnish Statistical Society, 2011
2011
Specification and testing of Multiplicative Time-Varying GARCH models
C Amado, T Teräsvirta
Econometric Reviews, 0
A smooth transition approach to modelling diurnal variation in models of autoregressive conditional duration
C Amado, T Teräsvirta
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Articles 1–15