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 4 7 69
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 1 4 6 85
A two factor long memory stochastic volatility model 0 0 1 381 1 1 4 956
Adaptative predictability of stock market returns 0 0 0 47 3 6 9 67
Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator 0 0 0 2 0 2 4 44
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator 0 0 0 36 2 2 2 226
An analysis of the dynamics of efficiency of mutual funds 0 0 1 37 0 1 2 121
An experimental analysis of contagion in financial markets 0 0 1 13 2 4 9 67
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 2 2 2 248
Asymmetric effects of oil price fluctuations in international stock markets 0 0 0 221 1 3 3 840
Asymmetric long-run effects in the oil industry 0 0 0 42 1 1 2 124
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 0 0 0 8 1 2 5 45
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector 0 0 0 50 0 4 5 134
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 116 2 3 3 283
Correlations between oil and stock markets: a wavelet-based approach 0 0 1 179 2 3 6 644
Data cloning estimation for asymmetric stochastic volatility models 0 0 1 58 0 2 5 61
Efficiency evaluation of Spanish hotel chains 0 0 0 29 0 1 3 67
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 0 0 1 67
Forecasting Volatility Using A Continuous Time Model 0 0 0 287 4 5 7 565
Forecasting volatility: does continuous time do better than discrete time? 0 0 0 94 0 2 4 230
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 50 1 2 6 88
Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach 0 0 2 9 1 3 6 16
Model uncertainty and the forecast accuracy of ARMA models: A survey 0 0 1 141 5 7 11 293
Modeling and forecasting the oil volatility index 0 0 1 66 0 1 5 103
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH 0 0 0 386 1 2 4 1,013
On the relationship of country geopolitical risk on energy inflation 1 1 4 4 2 6 18 18
One for all: nesting asymmetric stochastic volatility models 0 0 0 80 0 1 1 168
Outliers in Garch models and the estimation of risk measures 0 0 0 201 2 6 6 569
Outliers in multivariate Garch models 0 0 2 85 1 1 3 130
Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal 0 0 0 211 1 2 4 514
Predictability of stock market activity using Google search queries 0 0 0 437 1 1 8 1,253
Price manipulation in an experimental asset market 0 0 0 43 2 2 3 244
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 0 2 6 85
Risk factors in oil and gas industry returns: international evidence 0 0 0 380 2 3 4 1,674
Score driven asymmetric stochastic volatility models 0 0 0 207 2 9 10 134
The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market 0 0 0 41 2 4 5 158
The effect of realised volatility on stock returns risk estimates 0 0 0 92 0 3 3 251
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 0 1 1 347
Valuation in the energy sector: Fundamentals or bubbles? 0 0 0 16 0 3 8 50
Volatility forecasts: a continuous time model versus discrete time models 0 0 0 216 3 6 8 683
Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches 0 0 0 60 0 1 2 152
Wavelet-based detection of outliers in volatility models 0 0 0 234 2 6 8 603
Total Working Papers 1 1 15 5,042 50 124 221 14,255

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 1 3 11
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect 0 0 0 18 3 5 6 63
Accurate minimum capital risk requirements: A comparison of several approaches 0 0 0 39 1 5 6 136
An experimental analysis of contagion in financial markets 0 0 0 0 2 4 8 8
Are Feedback Factors Important in Modeling Financial Data? 0 0 0 13 0 1 3 135
Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation 0 0 0 10 1 7 9 36
Asymmetry, realised volatility and stock return risk estimates 0 0 0 12 3 3 5 77
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 34 1 3 3 95
Correlations between oil and stock markets: A wavelet-based approach 0 0 0 12 5 9 11 97
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 2 1 4 7 19
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 1 5 7 184
Editors’ note 0 0 0 1 2 3 4 7
Efficiency evaluation of hotel chains: a Spanish case study 0 0 0 7 2 8 8 64
Exploring Option Pricing and Hedging via Volatility Asymmetry 0 0 0 1 0 1 4 11
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models 0 0 1 136 0 0 8 594
Information aggregation in experimental asset markets in the presence of a manipulator 0 0 0 26 2 3 5 84
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 2 13 2 3 9 39
Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach 0 0 3 3 3 5 15 15
Limited attention, salience of information and stock market activity 0 0 0 17 1 4 13 84
Modeling and forecasting the oil volatility index 0 0 0 2 1 1 2 17
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH 0 0 0 62 1 5 5 230
Oil price asymmetric effects: Answering the puzzle in international stock markets 0 0 0 51 1 3 7 234
Price manipulation in an experimental asset market 0 0 0 49 0 1 4 238
Risk factors in oil and gas industry returns: International evidence 0 0 1 150 1 8 16 722
Threshold stochastic volatility: Properties and forecasting 0 0 0 19 1 2 6 60
UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES 0 2 2 8 1 4 6 44
Wavelet-based detection of outliers in financial time series 0 0 1 137 2 6 9 376
Total Journal Articles 0 2 10 841 39 104 190 3,681

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Statistics updated 2026-01-09