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 2 7 71
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 1 6 12 91
A two factor long memory stochastic volatility model 0 0 1 381 0 3 6 959
Adaptative predictability of stock market returns 0 0 0 47 0 3 11 70
Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator 0 0 0 2 0 3 7 47
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator 0 0 0 36 1 14 16 240
An analysis of the dynamics of efficiency of mutual funds 0 0 1 37 0 7 9 128
An experimental analysis of contagion in financial markets 0 0 0 13 1 8 14 75
Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data 0 0 0 126 0 6 7 554
Are feedback factors important in modelling financial data? 0 0 0 45 0 4 6 252
Asymmetric effects of oil price fluctuations in international stock markets 0 0 0 221 4 8 11 848
Asymmetric long-run effects in the oil industry 0 0 0 42 1 13 14 137
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 0 0 0 8 0 4 9 49
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector 0 0 0 50 0 10 15 144
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 116 2 6 9 289
Correlations between oil and stock markets: a wavelet-based approach 0 0 0 179 1 5 8 649
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 58 0 0 4 61
Efficiency evaluation of Spanish hotel chains 0 0 0 29 0 6 8 73
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 0 5 6 72
Forecasting Volatility Using A Continuous Time Model 0 0 0 287 0 2 8 567
Forecasting volatility: does continuous time do better than discrete time? 0 0 0 94 1 8 12 238
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 50 1 4 9 92
Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach 0 1 3 10 1 5 11 21
Model uncertainty and the forecast accuracy of ARMA models: A survey 0 0 1 141 0 6 16 299
Modeling and forecasting the oil volatility index 0 0 0 66 2 10 13 113
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH 0 0 0 386 1 5 8 1,018
On the relationship of country geopolitical risk on energy inflation 0 0 4 4 0 5 20 23
One for all: nesting asymmetric stochastic volatility models 0 0 0 80 0 2 3 170
Outliers in Garch models and the estimation of risk measures 2 2 2 203 3 9 15 578
Outliers in multivariate Garch models 0 0 2 85 0 10 13 140
Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal 0 0 0 211 1 3 6 517
Predictability of stock market activity using Google search queries 0 0 0 437 0 5 12 1,258
Price manipulation in an experimental asset market 0 0 0 43 1 4 6 248
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 4 10 16 95
Risk factors in oil and gas industry returns: international evidence 0 0 0 380 0 12 15 1,686
Score driven asymmetric stochastic volatility models 2 2 2 209 2 4 14 138
The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market 0 0 0 41 0 0 5 158
The effect of realised volatility on stock returns risk estimates 0 0 0 92 6 18 21 269
The effect of short-selling of the aggregation of information in an experimental asset market 0 0 0 64 2 7 7 225
The sign of asymmetry and the Taylor Effect in stochastic volatility models 0 0 0 96 1 4 5 351
Valuation in the energy sector: Fundamentals or bubbles? 0 0 0 16 0 6 12 56
Volatility forecasts: a continuous time model versus discrete time models 0 0 0 216 4 14 21 697
Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches 0 0 0 60 0 5 6 157
Wavelet-based detection of outliers in volatility models 0 0 0 234 0 13 21 616
Total Working Papers 4 5 16 5,047 41 284 474 14,539

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 6 9 17
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect 0 0 0 18 0 5 11 68
Accurate minimum capital risk requirements: A comparison of several approaches 0 0 0 39 0 6 12 142
An experimental analysis of contagion in financial markets 0 0 0 0 2 6 13 14
Are Feedback Factors Important in Modeling Financial Data? 0 0 0 13 0 5 7 140
Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation 0 0 0 10 2 12 21 48
Asymmetry, realised volatility and stock return risk estimates 0 0 0 12 0 2 6 79
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 34 0 4 7 99
Correlations between oil and stock markets: A wavelet-based approach 0 0 0 12 0 5 16 102
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 2 0 1 8 20
Do investors price industry risk? Evidence from the cross-section of the oil industry 0 0 0 0 0 1 1 2
Dynamic effects in inefficiency: Evidence from the Colombian banking sector 0 0 0 17 3 7 14 191
Editors’ note 0 0 0 1 0 1 4 8
Efficiency evaluation of hotel chains: a Spanish case study 0 0 0 7 0 9 17 73
Exploring Option Pricing and Hedging via Volatility Asymmetry 0 0 0 1 1 9 13 20
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models 0 0 1 136 2 9 16 603
Information aggregation in experimental asset markets in the presence of a manipulator 0 0 0 26 1 4 9 88
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 13 1 11 15 50
Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach 0 1 4 4 1 7 16 22
Limited attention, salience of information and stock market activity 0 0 0 17 1 7 17 91
Modeling and forecasting the oil volatility index 0 0 0 2 0 5 6 22
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH 0 0 0 62 1 4 9 234
Oil price asymmetric effects: Answering the puzzle in international stock markets 0 0 0 51 0 6 11 240
Price manipulation in an experimental asset market 0 0 0 49 2 6 10 244
Risk factors in oil and gas industry returns: International evidence 0 0 1 150 0 8 22 730
Threshold stochastic volatility: Properties and forecasting 0 0 0 19 0 5 10 65
UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES 0 0 2 8 1 2 8 46
Wavelet-based detection of outliers in financial time series 0 1 2 138 2 7 16 383
Total Journal Articles 0 2 10 843 20 160 324 3,841

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Statistics updated 2026-04-09