Helena Veiga
Names
| first: |
Helena |
| last: |
Veiga |
Identifer
Contact
| homepage: |
http://www.est.uc3m.es/mhveiga |
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| phone: |
+34916248902 |
| postal address: |
Department of Statistics
Universidad Carlos III de Madrid
C/ Madrid 126
28903 Getafe (Madrid)
Spain |
Affiliations
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Universidad Carlos III de Madrid
/ Departamento de Estadistica
Research profile
author of:
- Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium (RePEc:aah:create:2018-10)
by Isabel Casas & Xiuping Mao & Helena Veiga - Forecasting Volatility Using A Continuous Time Model (RePEc:aub:autbar:584.03)
by Maria Helena Lopes Moreira da Veiga - Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data (RePEc:aub:autbar:585.03)
by Maria Helena Lopes Moreira da Veiga - Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal (RePEc:aub:autbar:636.05)
by Danilo Coelho & Helena Veiga & R?rt Veszteg - Are Feedback Factors Important in Modeling Financial Data? (RePEc:bla:irvfin:v:7:y:2007:i:3-4:p:105-118)
by Helena Veiga - Uncertainty And Density Forecasts Of Arma Models: Comparison Of Asymptotic, Bayesian, And Bootstrap Procedures (RePEc:bla:jecsur:v:32:y:2018:i:2:p:388-419)
by João Henrique Gonçalves Mazzeu & Esther Ruiz & Helena Veiga - A Bootstrap Approach for Generalized Autocontour Testing (RePEc:cte:wsrepe:23457)
by Gonçalves Mazzeu, Joao Henrique & González-Rivera, Gloria & Ruiz Ortega, Esther & Veiga, Helena - Efficiency evaluation of Spanish hotel chains (RePEc:cte:wsrepe:23897)
by Deng, Yaguo & Lopes Moreira Da Veiga, María Helena & Wiper, Michael Peter - Modeling and forecasting the oil volatility index (RePEc:cte:wsrepe:25985)
by Mariti, Massimo B. & Gonçalves Mazzeu, Joao Henrique & Lopes Moreira Da Veiga, María Helena - Data cloning estimation for asymmetric stochastic volatility models (RePEc:cte:wsrepe:28214)
by Zea Bermudez, Patrícia de & Marín Díazaraque, Juan Miguel & Lopes Moreira Da Veiga, María Helena - Exploring option pricing and hedging via volatility asymmetry (RePEc:cte:wsrepe:28234)
by Casas, Isabel & Lopes Moreira Da Veiga, María Helena - Valuation in the energy sector: Fundamentals or bubbles? (RePEc:cte:wsrepe:31056)
by Ramos, Sofía & Lopes Moreira Da Veiga, María Helena & Huang, I-Chuan - Contagion in sequential financial markets: an experimental analysis (RePEc:cte:wsrepe:31230)
by Peeters, Ronald & Lopes Moreira Da Veiga, María Helena & Vorstaz, Marc - Adaptative predictability of stock market returns (RePEc:cte:wsrepe:31648)
by Casas Villalba, Maria Isabel & Mao, Xiuping & Lopes Moreira Da Veiga, María Helena - Integrated nested Laplace approximations for threshold stochastic volatility models (RePEc:cte:wsrepe:31804)
by Zea Bermudez, Patrícia de & Marín Díazaraque, Juan Miguel & Rue, Havard & Lopes Moreira Da Veiga, María Helena - Are feedback factors important in modelling financial data? (RePEc:cte:wsrepe:ws060101)
by Veiga, Helena - A two factor long memory stochastic volatility model (RePEc:cte:wsrepe:ws061303)
by Veiga, Helena - Volatility forecasts: a continuous time model versus discrete time models (RePEc:cte:wsrepe:ws062509)
by Veiga, Helena - Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH (RePEc:cte:wsrepe:ws066016)
by Ruiz Ortega, Esther & Veiga, Helena - The sign of asymmetry and the Taylor Effect in stochastic volatility models (RePEc:cte:wsrepe:ws070702)
by Veiga, Helena - Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches (RePEc:cte:wsrepe:ws074713)
by Grané, Aurea & Veiga, Helena - The effect of realised volatility on stock returns risk estimates (RePEc:cte:wsrepe:ws076316)
by Grané, Aurea & Veiga, Helena - The effect of short-selling of the aggregation of information in an experimental asset market (RePEc:cte:wsrepe:ws083808)
by Veiga, Helena & Vorsatz, Marc - Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator (RePEc:cte:wsrepe:ws084110)
by Veiga, Helena & Vorsatz, Marc - Wavelet-based detection of outliers in volatility models (RePEc:cte:wsrepe:ws090403)
by Grané, Aurea & Veiga, Helena - Risk factors in oil and gas industry returns: international evidence (RePEc:cte:wsrepe:ws096920)
by Ramos, Sofia B. & Veiga, Helena - Outliers in Garch models and the estimation of risk measures (RePEc:cte:wsrepe:ws100502)
by Grané, Aurea & Veiga, Helena - Asymmetric effects of oil price fluctuations in international stock markets (RePEc:cte:wsrepe:ws100904)
by Ramos, Sofía B. & Veiga, Helena - Forecasting volatility: does continuous time do better than discrete time? (RePEc:cte:wsrepe:ws112518)
by Bretó, Carles & Veiga, Helena - Asymmetric long-run effects in the oil industry (RePEc:cte:wsrepe:ws120502)
by Ramos, Sofía B. & Veiga, Helena & Wang, Chih-Wei - Bayesian estimation of inefficiency heterogeneity in stochastic frontier models (RePEc:cte:wsrepe:ws121007)
by Galán Camacho, Jorge Eduardo & Lopes Moreira Da Veiga, María Helena & Wiper, Michael Peter - Correlations between oil and stock markets : a wavelet-based approach (RePEc:cte:wsrepe:ws130504)
by Martín-Barragán, Belén & Ramos, Sofía B. & Veiga, Helena - Predictability of stock market activity using Google search queries (RePEc:cte:wsrepe:ws130605)
by Latoeiro, Pedro & Ramos, Sofía B. & Veiga, Helena - One for all : nesting asymmetric stochastic volatility models (RePEc:cte:wsrepe:ws131110)
by Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira Da Veiga, María Helena - Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector (RePEc:cte:wsrepe:ws131918)
by Galán Camacho, Jorge Eduardo & Lopes Moreira Da Veiga, María Helena & Wiper, Michael Peter - Outliers in multivariate Garch models (RePEc:cte:wsrepe:ws140503)
by Grané, Aurea & Martín-Barragán, Belén & Veiga, Helena - Score driven asymmetric stochastic volatility models (RePEc:cte:wsrepe:ws142618)
by Mao, Xiuping & Ruiz Ortega, Esther & Lopes Moreira Da Veiga, María Helena - Model uncertainty and the forecast accuracy of ARMA models: A survey (RePEc:cte:wsrepe:ws1508)
by Gonçalves Mazzeu, Joao Henrique & Ruiz Ortega, Esther & Veiga, Helena - An analysis of the dynamics of efficiency of mutual funds (RePEc:cte:wsrepe:ws1517)
by Galán, Jorge & Ramos, Sofía B. & Veiga, Helena - Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models (RePEc:ebl:ecbull:eb-08c20079)
by Helena Veiga - Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH (RePEc:eee:csdana:v:52:y:2008:i:6:p:2846-2862)
by Ruiz, Esther & Veiga, Helena - A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect (RePEc:eee:csdana:v:53:y:2009:i:10:p:3593-3600)
by Pérez, Ana & Ruiz, Esther & Veiga, Helena - Wavelet-based detection of outliers in financial time series (RePEc:eee:csdana:v:54:y:2010:i:11:p:2580-2593)
by Grané, Aurea & Veiga, Helena - Correlations between oil and stock markets: A wavelet-based approach (RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227)
by Martín-Barragán, Belén & Ramos, Sofia B. & Veiga, Helena - Limited attention, salience of information and stock market activity (RePEc:eee:ecmode:v:87:y:2020:i:c:p:92-108)
by Ramos, Sofia B. & Latoeiro, Pedro & Veiga, Helena - Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation (RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105)
by Mao, Xiuping & Czellar, Veronika & Ruiz, Esther & Veiga, Helena - Price manipulation in an experimental asset market (RePEc:eee:eecrev:v:53:y:2009:i:3:p:327-342)
by Veiga, Helena & Vorsatz, Marc - Dynamic effects in inefficiency: Evidence from the Colombian banking sector (RePEc:eee:ejores:v:240:y:2015:i:2:p:562-571)
by Galán, Jorge E. & Veiga, Helena & Wiper, Michael P. - Risk factors in oil and gas industry returns: International evidence (RePEc:eee:eneeco:v:33:y:2011:i:3:p:525-542)
by Ramos, Sofia B. & Veiga, Helena - Oil price asymmetric effects: Answering the puzzle in international stock markets (RePEc:eee:eneeco:v:38:y:2013:i:c:p:136-145)
by Ramos, Sofia B. & Veiga, Helena - Threshold stochastic volatility: Properties and forecasting (RePEc:eee:intfor:v:33:y:2017:i:4:p:1105-1123)
by Mao, Xiuping & Ruiz, Esther & Veiga, Helena - Accurate minimum capital risk requirements: A comparison of several approaches (RePEc:eee:jbfina:v:32:y:2008:i:11:p:2482-2492)
by Grané, A. & Veiga, H. - The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market (RePEc:fda:fdaddt:2008-26)
by Marc Vorsatz & Helena Veiga - Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator (RePEc:fda:fdaddt:2008-29)
by Helena Veiga & Marc Vorsatz - Exploring Option Pricing and Hedging via Volatility Asymmetry (RePEc:kap:compec:v:57:y:2021:i:4:d:10.1007_s10614-020-10005-5)
by Isabel Casas & Helena Veiga - Information aggregation in experimental asset markets in the presence of a manipulator (RePEc:kap:expeco:v:13:y:2010:i:4:p:379-398)
by Helena Veiga & Marc Vorsatz - Bayesian estimation of inefficiency heterogeneity in stochastic frontier models (RePEc:kap:jproda:v:42:y:2014:i:1:p:85-101)
by Jorge Galán & Helena Veiga & Michael Wiper - Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach (RePEc:liv:livedp:202309)
by Sofia B. Ramosa & Abderrahim Taamouti & Helena Veiga - Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models (RePEc:oeg:wpaper:2012/03)
by Galán, Jorge E. & Veiga, Helena & Wiper, Michael P. - Asymmetry, realised volatility and stock return risk estimates (RePEc:spr:portec:v:11:y:2012:i:2:p:147-164)
by Aurea Grané & Helena Veiga - Editors’ note (RePEc:spr:portec:v:23:y:2024:i:1:d:10.1007_s10258-023-00251-4)
by Luís F. Costa & Helena Veiga - Efficiency evaluation of hotel chains: a Spanish case study (RePEc:spr:series:v:10:y:2019:i:2:d:10.1007_s13209-019-0188-6)
by Yaguo Deng & Helena Veiga & Michael P. Wiper - Data cloning estimation for asymmetric stochastic volatility models (RePEc:taf:emetrv:v:39:y:2020:i:10:p:1057-1074)
by P. de Zea Bermudez & J. Miguel Marín & Helena Veiga - A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities (RePEc:taf:emetrv:v:39:y:2020:i:10:p:971-990)
by João Henrique G. Mazzeu & Gloria González-Rivera & Esther Ruiz & Helena Veiga - A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities (RePEc:ucr:wpaper:201709)
by Gloria Gonzalez-Rivera & Joao Henrique Mazzeu & Esther Ruiz & Helena Veiga - Price manipulation in an experimental asset market (RePEc:unm:umamet:2006024)
by Veiga, H. & Vorsatz, M. - Modeling and forecasting the oil volatility index (RePEc:wly:jforec:v:38:y:2019:i:8:p:773-787)
by João H. Gonçalves Mazzeu & Helena Veiga & Massimo B. Mariti