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 2 62
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 0 0 0 78
A two factor long memory stochastic volatility model 0 0 0 380 0 1 4 952
Adaptative predictability of stock market returns 0 0 2 47 0 0 6 58
Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator 0 0 0 2 0 0 1 40
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator 0 0 0 36 1 1 1 224
An analysis of the dynamics of efficiency of mutual funds 0 0 0 36 0 1 3 117
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 0 546
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 1 2 837
Asymmetric long-run effects in the oil industry 0 0 0 42 0 0 1 121
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 0 0 0 8 0 0 1 40
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector 0 0 0 50 1 1 1 129
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 1 116 0 4 9 278
Contagion in sequential financial markets: an experimental analysis 0 0 3 12 0 0 5 54
Correlations between oil and stock markets: a wavelet-based approach 0 0 0 178 0 1 4 638
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 57 0 0 1 55
Efficiency evaluation of Spanish hotel chains 0 0 0 29 0 0 1 64
Exploring option pricing and hedging via volatility asymmetry 0 0 2 13 0 1 5 65
Forecasting Volatility Using A Continuous Time Model 0 0 0 287 0 0 0 558
Forecasting volatility: does continuous time do better than discrete time? 0 1 2 94 1 3 9 226
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 1 50 0 0 3 82
Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach 1 1 4 4 1 2 7 7
Model uncertainty and the forecast accuracy of ARMA models: A survey 1 1 3 140 2 6 16 279
Modeling and forecasting the oil volatility index 0 0 0 65 0 0 1 97
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH 0 0 0 386 0 0 0 1,009
One for all: nesting asymmetric stochastic volatility models 0 0 0 80 0 0 2 166
Outliers in Garch models and the estimation of risk measures 0 0 0 201 0 0 0 563
Outliers in multivariate Garch models 0 0 0 83 0 0 0 127
Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal 0 0 0 211 0 0 0 509
Predictability of stock market activity using Google search queries 0 0 3 436 0 2 13 1,241
Price manipulation in an experimental asset market 0 0 0 43 0 1 2 240
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 33 0 1 1 78
Risk factors in oil and gas industry returns: international evidence 0 0 0 380 0 0 2 1,669
Score driven asymmetric stochastic volatility models 1 1 3 207 1 1 3 124
The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market 0 0 0 41 0 0 0 153
The effect of realised volatility on stock returns risk estimates 0 0 0 92 0 0 2 248
The effect of short-selling of the aggregation of information in an experimental asset market 0 0 0 64 0 0 0 217
The sign of asymmetry and the Taylor Effect in stochastic volatility models 0 0 0 96 0 0 2 346
Valuation in the energy sector: Fundamentals or bubbles? 0 0 1 15 0 0 7 40
Volatility forecasts: a continuous time model versus discrete time models 0 0 0 216 1 1 1 675
Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches 0 0 0 60 0 0 0 150
Wavelet-based detection of outliers in volatility models 0 0 1 234 0 0 4 594
Total Working Papers 3 4 26 5,021 8 28 122 14,002

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 0 0 7
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect 0 0 0 18 0 0 0 57
Accurate minimum capital risk requirements: A comparison of several approaches 1 1 1 39 1 1 1 129
Are Feedback Factors Important in Modeling Financial Data? 0 0 0 13 0 0 0 132
Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation 0 0 1 10 0 1 4 27
Asymmetry, realised volatility and stock return risk estimates 1 1 1 12 1 2 3 71
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 1 1 3 86
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 2 0 0 3 12
Dynamic effects in inefficiency: Evidence from the Colombian banking sector 0 0 1 17 0 0 2 176
Editors’ note 0 0 1 1 0 2 3 3
Efficiency evaluation of hotel chains: a Spanish case study 0 0 0 7 0 1 4 55
Exploring Option Pricing and Hedging via Volatility Asymmetry 0 0 0 1 0 0 0 6
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models 0 0 2 135 1 1 5 584
Information aggregation in experimental asset markets in the presence of a manipulator 0 0 1 26 0 0 1 78
Limited attention, salience of information and stock market activity 0 0 0 17 1 2 8 65
Modeling and forecasting the oil volatility index 0 0 0 2 0 0 2 15
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 1 1 51 0 1 5 225
Price manipulation in an experimental asset market 0 0 0 49 1 1 1 234
Risk factors in oil and gas industry returns: International evidence 1 1 3 148 1 1 14 703
Threshold stochastic volatility: Properties and forecasting 0 0 1 19 0 0 1 52
UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES 0 0 1 6 0 0 1 38
Wavelet-based detection of outliers in financial time series 0 0 2 136 0 0 3 366
Total Journal Articles 3 4 16 819 7 14 64 3,438

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Statistics updated 2024-09-04