Access Statistics for Helena Veiga

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bootstrap Approach for Generalized Autocontour Testing 0 0 0 49 0 1 3 65
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 0 0 1 79
A two factor long memory stochastic volatility model 0 0 1 381 0 0 3 955
Adaptative predictability of stock market returns 0 0 0 47 1 1 2 60
Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator 0 0 0 2 0 1 1 41
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator 0 0 0 36 0 0 1 224
An analysis of the dynamics of efficiency of mutual funds 1 1 1 37 1 1 3 120
An experimental analysis of contagion in financial markets 0 0 1 13 1 2 9 63
Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data 0 0 0 126 1 1 2 548
Are feedback factors important in modelling financial data? 0 0 0 45 0 0 0 246
Asymmetric effects of oil price fluctuations in international stock markets 0 0 0 221 0 0 0 837
Asymmetric long-run effects in the oil industry 0 0 0 42 0 0 2 123
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 0 0 0 8 0 2 3 43
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector 0 0 0 50 0 0 1 129
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 116 0 0 2 280
Correlations between oil and stock markets: a wavelet-based approach 0 0 1 179 0 0 3 641
Data cloning estimation for asymmetric stochastic volatility models 0 0 1 58 0 0 2 57
Efficiency evaluation of Spanish hotel chains 0 0 0 29 0 1 2 66
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 1 1 2 67
Forecasting Volatility Using A Continuous Time Model 0 0 0 287 0 1 2 560
Forecasting volatility: does continuous time do better than discrete time? 0 0 0 94 0 1 3 228
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 50 0 2 3 85
Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach 0 1 6 9 0 2 7 13
Model uncertainty and the forecast accuracy of ARMA models: A survey 1 1 2 141 1 2 9 286
Modeling and forecasting the oil volatility index 0 0 1 66 1 2 5 102
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH 0 0 0 386 0 0 1 1,010
One for all: nesting asymmetric stochastic volatility models 0 0 0 80 0 0 1 167
Outliers in Garch models and the estimation of risk measures 0 0 0 201 0 0 0 563
Outliers in multivariate Garch models 1 2 2 85 1 2 2 129
Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal 0 0 0 211 1 1 3 512
Predictability of stock market activity using Google search queries 0 0 1 437 1 4 9 1,250
Price manipulation in an experimental asset market 0 0 0 43 0 0 2 242
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 1 34 1 1 2 80
Risk factors in oil and gas industry returns: international evidence 0 0 0 380 0 0 2 1,671
Score driven asymmetric stochastic volatility models 0 0 1 207 0 0 1 124
The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market 0 0 0 41 1 1 1 154
The effect of realised volatility on stock returns risk estimates 0 0 0 92 0 0 0 248
The effect of short-selling of the aggregation of information in an experimental asset market 0 0 0 64 0 0 1 218
The sign of asymmetry and the Taylor Effect in stochastic volatility models 0 0 0 96 0 0 0 346
Valuation in the energy sector: Fundamentals or bubbles? 0 0 1 16 1 2 6 46
Volatility forecasts: a continuous time model versus discrete time models 0 0 0 216 0 1 3 677
Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches 0 0 0 60 0 0 1 151
Wavelet-based detection of outliers in volatility models 0 0 0 234 1 2 3 597
Total Working Papers 3 5 20 5,038 14 35 109 14,103

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities 0 0 0 2 1 2 3 10
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect 0 0 0 18 1 1 1 58
Accurate minimum capital risk requirements: A comparison of several approaches 0 0 1 39 0 0 2 130
Are Feedback Factors Important in Modeling Financial Data? 0 0 0 13 0 0 1 133
Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation 0 0 0 10 1 2 2 29
Asymmetry, realised volatility and stock return risk estimates 0 0 1 12 0 0 3 73
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 34 0 0 0 92
Correlations between oil and stock markets: A wavelet-based approach 0 0 0 12 0 2 3 88
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 2 1 3 3 15
Dynamic effects in inefficiency: Evidence from the Colombian banking sector 0 0 0 17 0 1 2 178
Editors’ note 0 0 0 1 0 0 1 4
Efficiency evaluation of hotel chains: a Spanish case study 0 0 0 7 0 0 1 56
Exploring Option Pricing and Hedging via Volatility Asymmetry 0 0 0 1 0 0 1 7
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models 0 1 1 136 0 3 8 591
Information aggregation in experimental asset markets in the presence of a manipulator 0 0 0 26 1 2 3 81
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 6 13 0 0 17 35
Limited attention, salience of information and stock market activity 0 0 0 17 3 4 14 78
Modeling and forecasting the oil volatility index 0 0 0 2 0 0 1 16
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH 0 0 0 62 0 0 0 225
Oil price asymmetric effects: Answering the puzzle in international stock markets 0 0 0 51 1 1 5 230
Price manipulation in an experimental asset market 0 0 0 49 2 3 4 237
Risk factors in oil and gas industry returns: International evidence 0 0 2 149 1 2 8 710
Threshold stochastic volatility: Properties and forecasting 0 0 0 19 0 2 5 57
UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES 0 0 0 6 0 0 0 38
Wavelet-based detection of outliers in financial time series 0 1 1 137 0 1 2 368
Total Journal Articles 0 2 12 835 12 29 90 3,539

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Statistics updated 2025-08-05