Department of Economics and Business Economics

Cristina Amado

  1. 2018
  2. Accepted/In press

    Models with Multiplicative Decomposition of Conditional Variances and Correlations. / Amado, Cristina; Silvennoinen, Annastiina; Terasvirta, Timo.

    Handbook of Applied Financial Econometrics: Track: Financial Volatility and Covariance Modelling. ed. / Julien Chevallier; S. Goutte; D. Guerreiro; S. Saglio; Bilel Sanjahi. Vol. 2 Routledge, 2018.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  3. 2017
  4. Published

    Modelling and forecasting WIG20 daily returns. / Amado, Cristina; Silvennoinen, Annestiina; Terasvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2017.

    Research output: Working paperResearch

  5. Published

    Modelling and forecasting WIG20 daily returns. / Amado, Cristina; Silvennoinen, Annastiina; Terasvirta, Timo.

    In: Central European Journal of Economic Modelling and Econometrics, Vol. 9, No. 3, 2017, p. 173-200.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  6. Published

    Specification and testing of Multiplicative Time-Varying GARCH models with applications. / Amado, Cristina; Teräsvirta, Timo.

    In: Econometric Reviews, Vol. 36, No. 4, 2017, p. 421-446.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  7. 2014
  8. Published

    Modelling Time-Varying Volatility in Financial Returns : Evidence from the Bond Markets. / Amado, Cristina; Laakkonen, Helinä.

    Essays in Nonlinear Time Series Econometrics. ed. / Niels Haldrup; Mika Meitz; Pentti Saikkonen. Oxford : Oxford University Press, 2014.

    Research output: Contribution to book/anthology/report/proceedingBook chapterResearchpeer-review

  9. Published

    Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations. / Amado, Cristina; Teräsvirta, Timo.

    In: Journal of Business and Economic Statistics, Vol. 32, No. 1, 2014, p. 69-87.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  10. Published

    Modelling changes in the unconditional variance of long stock return series. / Amado, Cristina; Teräsvirta, Timo.

    In: Journal of Empirical Finance, Vol. 25, 2014, p. 15-35.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review

  11. 2013
  12. Published

    Modelling volatility by variance decomposition. / Amado, Cristina; Teräsvirta, Timo.

    In: Journal of Econometrics, Vol. 175, No. 2, 2013, p. 142-153.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal articleResearchpeer-review