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 0 6 71
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 2 2 16 96
A two factor long memory stochastic volatility model 0 0 0 381 0 3 12 967
Adaptative predictability of stock market returns 0 0 0 47 0 0 12 72
Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator 0 0 0 2 0 1 9 51
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator 0 0 0 36 0 0 17 241
An analysis of the dynamics of efficiency of mutual funds 0 0 0 37 0 1 13 133
An experimental analysis of contagion in financial markets 0 0 0 13 0 0 15 78
Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data 0 0 0 126 0 0 7 555
Are feedback factors important in modelling financial data? 0 0 0 45 0 0 8 254
Asymmetric effects of oil price fluctuations in international stock markets 0 0 0 221 1 1 12 849
Asymmetric long-run effects in the oil industry 0 0 0 42 2 2 17 140
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 0 0 0 8 0 1 10 53
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector 0 0 0 50 0 0 15 145
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 116 0 1 14 294
Correlations between oil and stock markets: a wavelet-based approach 0 0 0 179 0 0 17 658
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 58 1 3 8 67
Efficiency evaluation of Spanish hotel chains 0 0 0 29 0 1 11 77
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 0 0 6 73
Forecasting Volatility Using A Continuous Time Model 0 0 0 287 0 0 9 569
Forecasting volatility: does continuous time do better than discrete time? 0 0 0 94 0 1 12 240
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 50 0 1 12 97
Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach 0 0 1 10 3 4 14 27
Model uncertainty and the forecast accuracy of ARMA models: A survey 0 0 0 141 0 1 19 305
Modeling and forecasting the oil volatility index 0 0 0 66 0 1 16 118
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH 0 0 0 386 0 0 11 1,021
On the relationship of country geopolitical risk on energy inflation 0 0 2 5 1 3 20 29
One for all: nesting asymmetric stochastic volatility models 0 0 0 80 0 1 7 174
Outliers in Garch models and the estimation of risk measures 0 0 2 203 1 2 19 582
Outliers in multivariate Garch models 0 0 0 85 0 0 16 145
Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal 0 0 0 211 0 1 6 518
Predictability of stock market activity using Google search queries 0 0 0 437 0 3 13 1,263
Price manipulation in an experimental asset market 0 0 0 43 0 0 8 250
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 1 4 20 100
Risk factors in oil and gas industry returns: international evidence 0 0 0 380 0 1 18 1,689
Score driven asymmetric stochastic volatility models 0 0 2 209 0 0 14 139
The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market 0 0 0 41 0 0 6 160
The effect of realised volatility on stock returns risk estimates 0 0 0 92 1 2 24 272
The effect of short-selling of the aggregation of information in an experimental asset market 0 0 0 64 1 2 10 228
The sign of asymmetry and the Taylor Effect in stochastic volatility models 0 0 0 96 0 0 7 353
Valuation in the energy sector: Fundamentals or bubbles? 0 0 0 16 0 0 15 61
Volatility forecasts: a continuous time model versus discrete time models 1 1 1 217 2 4 26 703
Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches 0 0 0 60 0 0 7 158
Wavelet-based detection of outliers in volatility models 0 0 0 234 0 0 22 619
Total Working Papers 1 1 8 5,049 16 47 576 14,694

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 0 1 9 19
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect 0 0 0 18 0 1 14 72
Accurate minimum capital risk requirements: A comparison of several approaches 0 0 0 39 0 0 15 146
An experimental analysis of contagion in financial markets 0 0 0 0 1 1 16 19
Are Feedback Factors Important in Modeling Financial Data? 0 0 0 13 0 1 10 143
Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation 0 0 0 10 0 3 24 53
Asymmetry, realised volatility and stock return risk estimates 0 0 0 12 0 1 9 83
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 34 0 2 12 104
Correlations between oil and stock markets: A wavelet-based approach 0 0 0 12 0 0 16 104
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 2 1 1 7 22
Do investors price industry risk? Evidence from the cross-section of the oil industry 0 0 0 0 0 0 1 2
Dynamic effects in inefficiency: Evidence from the Colombian banking sector 0 0 0 17 2 4 17 195
Editors’ note 0 0 0 1 0 0 4 8
Efficiency evaluation of hotel chains: a Spanish case study 0 0 0 7 1 2 24 80
Exploring Option Pricing and Hedging via Volatility Asymmetry 0 0 0 1 0 0 12 21
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models 0 0 0 136 0 0 14 606
Information aggregation in experimental asset markets in the presence of a manipulator 0 0 0 26 0 0 10 91
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 13 0 1 20 56
Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach 0 0 2 4 0 0 15 24
Limited attention, salience of information and stock market activity 0 1 1 18 3 6 24 102
Modeling and forecasting the oil volatility index 0 0 0 2 0 0 7 23
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH 0 0 0 62 1 1 15 240
Oil price asymmetric effects: Answering the puzzle in international stock markets 0 0 1 52 1 1 13 244
Price manipulation in an experimental asset market 0 0 0 49 0 2 12 249
Risk factors in oil and gas industry returns: International evidence 0 1 1 151 0 2 24 736
Threshold stochastic volatility: Properties and forecasting 0 0 0 19 0 2 11 69
UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES 0 0 2 8 0 1 9 48
Wavelet-based detection of outliers in financial time series 0 0 1 138 1 1 21 390
Total Journal Articles 0 2 8 846 11 34 385 3,949

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10