Cristina Amado

Cristina Amado is assistant professor at the University of Minho, Department of Economics, and a research member of the Economic Policies Research Unit (NIPE). She is an international research fellow at CREATES, Aarhus University.

She holds a PhD in Economic Statistics from the Stockholm School of Economics, June 2009. Her PhD thesis entitled "Four Essays on the Econometric Modelling of Volatility and Durations" focused on topics of modelling financial market volatility and the econometrics of ultra-high-frequency data.

Her main research interests are related with time-series econometrics, modelling volatility and correlation modelling for financial markets, nonlinear time series models, empirical finance and financial econometrics.


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