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 1 1 4 66
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 0 2 2 81
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 0 1 3 61
Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator 0 0 0 2 0 1 2 42
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator 0 0 0 36 0 0 0 224
An analysis of the dynamics of efficiency of mutual funds 0 0 1 37 1 1 3 121
An experimental analysis of contagion in financial markets 0 0 1 13 0 0 7 63
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 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 1 123
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 0 0 0 8 1 1 4 44
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector 0 0 0 50 1 2 2 131
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 116 1 1 1 281
Correlations between oil and stock markets: a wavelet-based approach 0 0 1 179 1 1 4 642
Data cloning estimation for asymmetric stochastic volatility models 0 0 1 58 0 2 4 59
Efficiency evaluation of Spanish hotel chains 0 0 0 29 0 0 2 66
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 0 0 2 67
Forecasting Volatility Using A Continuous Time Model 0 0 0 287 1 1 3 561
Forecasting volatility: does continuous time do better than discrete time? 0 0 0 94 0 0 2 228
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 50 0 1 4 86
Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach 0 0 4 9 0 0 5 13
Model uncertainty and the forecast accuracy of ARMA models: A survey 0 0 1 141 1 1 5 287
Modeling and forecasting the oil volatility index 0 0 1 66 0 0 5 102
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH 0 0 0 386 0 1 2 1,011
On the relationship of country geopolitical risk on energy inflation 0 0 3 3 2 6 14 14
One for all: nesting asymmetric stochastic volatility models 0 0 0 80 1 1 1 168
Outliers in Garch models and the estimation of risk measures 0 0 0 201 4 4 4 567
Outliers in multivariate Garch models 0 0 2 85 0 0 2 129
Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal 0 0 0 211 0 0 2 512
Predictability of stock market activity using Google search queries 0 0 0 437 0 2 10 1,252
Price manipulation in an experimental asset market 0 0 0 43 0 0 1 242
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 1 4 5 84
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 0 207 1 2 2 126
The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market 0 0 0 41 0 0 1 154
The effect of realised volatility on stock returns risk estimates 0 0 0 92 2 2 2 250
The effect of short-selling of the aggregation of information in an experimental asset market 0 0 0 64 0 0 0 218
The sign of asymmetry and the Taylor Effect in stochastic volatility models 0 0 0 96 1 1 1 347
Valuation in the energy sector: Fundamentals or bubbles? 0 0 0 16 0 1 5 47
Volatility forecasts: a continuous time model versus discrete time models 0 0 0 216 0 0 2 677
Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches 0 0 0 60 1 1 2 152
Wavelet-based detection of outliers in volatility models 0 0 0 234 4 4 6 601
Total Working Papers 0 0 16 5,041 25 45 134 14,156

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 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 2 59
Accurate minimum capital risk requirements: A comparison of several approaches 0 0 0 39 3 4 4 134
An experimental analysis of contagion in financial markets 0 0 0 0 1 2 5 5
Are Feedback Factors Important in Modeling Financial Data? 0 0 0 13 1 2 3 135
Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation 0 0 0 10 2 2 4 31
Asymmetry, realised volatility and stock return risk estimates 0 0 0 12 0 1 2 74
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 34 1 1 1 93
Correlations between oil and stock markets: A wavelet-based approach 0 0 0 12 3 3 5 91
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 2 0 0 3 15
Do investors price industry risk? Evidence from the cross-section of the oil industry 0 0 0 0 0 0 1 1
Dynamic effects in inefficiency: Evidence from the Colombian banking sector 0 0 0 17 2 3 5 181
Editors’ note 0 0 0 1 0 0 1 4
Efficiency evaluation of hotel chains: a Spanish case study 0 0 0 7 1 1 2 57
Exploring Option Pricing and Hedging via Volatility Asymmetry 0 0 0 1 1 4 4 11
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models 0 0 1 136 0 3 8 594
Information aggregation in experimental asset markets in the presence of a manipulator 0 0 0 26 0 0 3 81
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 4 13 0 1 10 36
Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach 0 2 3 3 0 2 10 10
Limited attention, salience of information and stock market activity 0 0 0 17 2 4 14 82
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 2 6 232
Price manipulation in an experimental asset market 0 0 0 49 1 1 4 238
Risk factors in oil and gas industry returns: International evidence 0 1 2 150 2 6 12 716
Threshold stochastic volatility: Properties and forecasting 0 0 0 19 1 2 5 59
UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES 2 2 2 8 3 5 5 43
Wavelet-based detection of outliers in financial time series 0 0 1 137 3 5 6 373
Total Journal Articles 2 5 13 841 29 55 129 3,606

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Statistics updated 2025-11-08