1
TITLE: Financial market linkages and the sovereign debt crisis  Full Text
AUTHORS: Campos Martins, Susana; Amado, Cristina;
PUBLISHED: 2022, SOURCE: JOURNAL OF INTERNATIONAL MONEY AND FINANCE, VOLUME: 123
INDEXED IN: Scopus WOS
2
TITLE: The Role of the Smart Citizen in Smart Cities
AUTHORS: Magalhaes, M; Duarte, RP ; Oliveira, C; Pinto, FC;
PUBLISHED: 2021, SOURCE: 21st International Conference on Computational Science and Its Applications (ICCSA) in COMPUTATIONAL SCIENCE AND ITS APPLICATIONS, ICCSA 2021, PT IV, VOLUME: 12952
INDEXED IN: WOS
3
TITLE: Specification and testing of multiplicative time-varying GARCH models with applications
AUTHORS: Cristina Amado; Timo Terasvirta;
PUBLISHED: 2017, SOURCE: ECONOMETRIC REVIEWS, VOLUME: 36, ISSUE: 4
INDEXED IN: WOS
4
TITLE: Modelling and forecasting WIG20 daily returns
AUTHORS: Amado, C; Silvennoinen, A; Teräsvirta, T;
PUBLISHED: 2017, SOURCE: Central European Journal of Economic Modelling and Econometrics, ISSUE: 3
INDEXED IN: Scopus
5
TITLE: Modelling and Forecasting WIG20 Daily Returns
AUTHORS: Cristina Amado; Annastiina Silvennoinen; Timo Terasvirta;
PUBLISHED: 2017, SOURCE: CENTRAL EUROPEAN JOURNAL OF ECONOMIC MODELLING AND ECONOMETRICS, VOLUME: 9, ISSUE: 3
INDEXED IN: WOS
6
TITLE: Modelling changes in the unconditional variance of long stock return series  Full Text
AUTHORS: Cristina Amado; Timo Teraesvirta;
PUBLISHED: 2014, SOURCE: JOURNAL OF EMPIRICAL FINANCE, VOLUME: 25
INDEXED IN: Scopus WOS CrossRef
7
TITLE: Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations
AUTHORS: Cristina Amado; Timo Terasvirta;
PUBLISHED: 2014, SOURCE: JOURNAL OF BUSINESS & ECONOMIC STATISTICS, VOLUME: 32, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef
8
TITLE: Modelling volatility by variance decomposition  Full Text
AUTHORS: Cristina Amado; Timo Terasvirta;
PUBLISHED: 2013, SOURCE: JOURNAL OF ECONOMETRICS, VOLUME: 175, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef