Cristina Amado : Citation Profile

Are you Cristina Amado?

Universidade do Minho (50% share)
Universidade do Minho (50% share)

5

H index

4

i10 index

134

Citations

RESEARCH PRODUCTION:

5

Articles

14

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 13
   Journals where Cristina Amado has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 11 (7.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam81
   Updated: 2020-09-14    RAS profile: 2019-10-23    
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Relations with other researchers

Works with:

Teräsvirta, Timo (6)

Silvennoinen, Annastiina (5)

Authors registered in RePEc who have co-authored more than one work in the last five years with Cristina Amado.

Is cited by:

Teräsvirta, Timo (20)

Silvennoinen, Annastiina (14)

Demetrescu, Matei (8)

Gallo, Giampiero (7)

Bauwens, Luc (7)

Kruse, Robinson (7)

Zanetti Chini, Emilio (7)

Dufays, Arnaud (6)

Christiansen, Charlotte (5)

Escribano, Alvaro (5)

Conrad, Christian (5)

Cites to:

Teräsvirta, Timo (31)

Bollerslev, Tim (17)

Engle, Robert (16)

Silvennoinen, Annastiina (8)

Van Bellegem, Sebastien (7)

Jagannathan, Ravi (6)

Feng, Yuanhua (5)

Baillie, Richard (4)

Lastrapes, William (4)

Gonzalo, Jesus (4)

Rangel, Jose (4)

Main data

Where Cristina Amado has published?

Recent works citing Cristina Amado (2020 and 2019)

YearTitle of citing document
2019Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model. (2019). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: CREATES Research Papers. RePEc:aah:create:2019-18.

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2020Adaptive inference for a semiparametric generalized autoregressive conditional heteroscedastic model. (2019). Zhu, Ke ; Li, Dong ; Jiang, Feiyu. In: Papers. RePEc:arx:papers:1907.04147.

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2019Testing for time-varying properties under misspecified conditional mean and variance. (2019). Ota, Yasushi ; Maki, Daiki . In: Papers. RePEc:arx:papers:1907.12107.

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2020Doubly Multiplicative Error Models with Long- and Short-run Components. (2020). Amendola, Alessandra ; Gallo, Giampiero M ; Cipollini, Fabrizio ; Candila, Vincenzo. In: Papers. RePEc:arx:papers:2006.03458.

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2020Two‐Step Estimation for Time Varying Arch Models. (2020). Yang, Lijian ; Shao, Qin ; Liu, Rong ; Zhang, Yuanyuan. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:41:y:2020:i:4:p:551-570.

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2019On the asymmetric impact of macro–variables on volatility. (2019). Amendola, Alessandra ; Gallo, Giampiero M ; Candila, Vincenzo. In: Economic Modelling. RePEc:eee:ecmode:v:76:y:2019:i:c:p:135-152.

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2019Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Wang, Jinghua ; Kim, Yea Lee ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:136-147.

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2019The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016. (2019). Teräsvirta, Timo ; Zhang, Shuhua ; Terasvirta, Timo ; Kang, Jian ; He, Changli. In: Econometrics and Statistics. RePEc:eee:ecosta:v:12:y:2019:i:c:p:1-24.

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2019Heterogeneous component multiplicative error models for forecasting trading volumes. (2019). Storti, Giuseppe ; Naimoli, Antonio. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1332-1355.

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2019A Time-Frequency Analysis of Sovereign Debt Contagion in Europe. (2019). Aguiar-Conraria, Luís ; Soares, Maria Joana ; Ojo, Mustapha Olalekan. In: NIPE Working Papers. RePEc:nip:nipewp:11/2019.

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2019Heterogeneous component multiplicative error models for forecasting trading volumes. (2019). Storti, Giuseppe ; Naimoli, Antonio. In: MPRA Paper. RePEc:pra:mprapa:93802.

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2020Canadian Stock Market Volatility under COVID-19. (2020). Xu, Dinghai. In: Working Papers. RePEc:wat:wpaper:2001.

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2019Testing for an omitted multiplicative long-term component in GARCH models. (2019). Schienle, Melanie ; Conrad, Christian. In: Working Paper Series in Economics. RePEc:zbw:kitwps:121.

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Works by Cristina Amado:

YearTitleTypeCited
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure In: CREATES Research Papers.
[Full Text][Citation analysis]		paper27
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure.(2008) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure.(2008) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2011Modelling Volatility by Variance Decomposition In: CREATES Research Papers.
[Full Text][Citation analysis]		paper51
2013Modelling volatility by variance decomposition.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		article
2011Modelling Volatility by Variance Decomposition.(2011) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 51		paper
2011Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper16
2011Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations.(2011) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2014Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		article
2012Modelling Changes in the Unconditional Variance of Long Stock Return Series In: CREATES Research Papers.
[Full Text][Citation analysis]		paper31
2014Modelling changes in the unconditional variance of long stock return series.(2014) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		article
2012Modelling Changes in the Unconditional Variance of Long Stock Return Series.(2012) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31		paper
2017Modelling and forecasting WIG20 daily returns In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2017Modelling and forecasting WIG20 daily returns.(2017) In: NIPE Working Papers.
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This paper has another version. Agregated cites: 0		paper
2017Modelling and Forecasting WIG20 Daily Returns.(2017) In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		article
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations.(2018) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2018Financial Market Contagion and the Sovereign Debt Crisis: A Smooth Transition Approach In: NIPE Working Papers.
[Full Text][Citation analysis]		paper1
2017Specification and testing of multiplicative time-varying GARCH models with applications In: Econometric Reviews.
[Full Text][Citation analysis]		article7

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