| Modelling volatility by variance decomposition C Amado, T Teräsvirta Journal of Econometrics 175 (2), 142-153, 2013 | 149 | 2013 |
| Modelling changes in the unconditional variance of long stock return series C Amado, T Teräsvirta Journal of Empirical Finance 25, 15-35, 2014 | 83 | 2014 |
| Modelling conditional and unconditional heteroskedasticity with smoothly time-varying structure C Amado, T Terasvirta CREATES Research Paper, 2008 | 67 | 2008 |
| Specification and testing of multiplicative time-varying GARCH models with applications C Amado, T Teräsvirta Econometric Reviews 36 (4), 421-446, 2017 | 57 | 2017 |
| 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 | 38 | 2014 |
| Models with multiplicative decomposition of conditional variances and correlations C Amado, A Silvennoinen, T Teräsvirta Financial mathematics, volatility and covariance modelling, 217-260, 2019 | 30 | 2019 |
| Financial market linkages and the sovereign debt crisis S Campos-Martins, C Amado Journal of International Money and Finance 123, 102596, 2022 | 17 | 2022 |
| 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 | 6 | 2014 |
| 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 | 6 | 2011 |
| 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 | 5 | 2018 |
| Modelling and forecasting WIG20 daily returns C Amado, A Silvennoinen, T Teräsvirta Central European Journal of Economic Modelling and Econometrics, 173-200, 2017 | 4 | 2017 |
| Modelling dynamic interdependence in nonstationary variances with an application to carbon markets S Campos-Martins, C Amado Journal of Economic Dynamics and Control, 105062, 2025 | | 2025 |
| Outlier robust specification of multiplicative time-varying volatility models C Amado Computational Economics, 1-29, 2025 | | 2025 |
| On the relationship of country geopolitical risk on energy inflation C Amado, I Garrón, H Veiga NIPE Working Papers, 2024 | | 2024 |
| 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 |
| Modelling causality in nonstationary variances with an application to carbon markets S Campos-Martins, C Amado Available at SSRN 4717914, 2023 | | 2023 |
| Acknowledgment to the Reviewers of Econometrics in 2022 A Nazemi, JB Hasse, A Luati, JC Statnik, A Maynard, JJ Forneron, ... | | 2023 |
| Modelling time-varying volatility interactions S Campos-Martins, C Amado University of Oxford, 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 |
