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 0 3 15 94
A two factor long memory stochastic volatility model 0 0 0 381 3 8 12 967
Adaptative predictability of stock market returns 0 0 0 47 0 2 13 72
Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator 0 0 0 2 0 3 9 50
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator 0 0 0 36 0 1 17 241
An analysis of the dynamics of efficiency of mutual funds 0 0 1 37 0 4 13 132
An experimental analysis of contagion in financial markets 0 0 0 13 0 3 16 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 1 8 555
Are feedback factors important in modelling financial data? 0 0 0 45 0 2 8 254
Asymmetric effects of oil price fluctuations in international stock markets 0 0 0 221 0 0 11 848
Asymmetric long-run effects in the oil industry 0 0 0 42 0 1 15 138
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 0 0 0 8 0 3 9 52
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector 0 0 0 50 0 1 16 145
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 116 1 5 14 294
Correlations between oil and stock markets: a wavelet-based approach 0 0 0 179 0 9 17 658
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 58 2 5 9 66
Efficiency evaluation of Spanish hotel chains 0 0 0 29 0 3 10 76
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 0 1 7 73
Forecasting Volatility Using A Continuous Time Model 0 0 0 287 0 2 9 569
Forecasting volatility: does continuous time do better than discrete time? 0 0 0 94 1 2 12 240
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 50 1 5 12 97
Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach 0 0 1 10 1 3 11 24
Model uncertainty and the forecast accuracy of ARMA models: A survey 0 0 1 141 0 5 19 304
Modeling and forecasting the oil volatility index 0 0 0 66 0 4 16 117
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH 0 0 0 386 0 3 11 1,021
On the relationship of country geopolitical risk on energy inflation 0 1 2 5 1 4 19 27
One for all: nesting asymmetric stochastic volatility models 0 0 0 80 1 4 7 174
Outliers in Garch models and the estimation of risk measures 0 0 2 203 1 3 18 581
Outliers in multivariate Garch models 0 0 1 85 0 5 17 145
Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal 0 0 0 211 0 0 6 517
Predictability of stock market activity using Google search queries 0 0 0 437 3 5 14 1,263
Price manipulation in an experimental asset market 0 0 0 43 0 2 8 250
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 3 4 20 99
Risk factors in oil and gas industry returns: international evidence 0 0 0 380 1 3 18 1,689
Score driven asymmetric stochastic volatility models 0 0 2 209 0 1 15 139
The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market 0 0 0 41 0 2 7 160
The effect of realised volatility on stock returns risk estimates 0 0 0 92 1 2 23 271
The effect of short-selling of the aggregation of information in an experimental asset market 0 0 0 64 0 1 8 226
The sign of asymmetry and the Taylor Effect in stochastic volatility models 0 0 0 96 0 2 7 353
Valuation in the energy sector: Fundamentals or bubbles? 0 0 0 16 0 5 16 61
Volatility forecasts: a continuous time model versus discrete time models 0 0 0 216 1 3 23 700
Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches 0 0 0 60 0 1 7 158
Wavelet-based detection of outliers in volatility models 0 0 0 234 0 3 23 619
Total Working Papers 0 1 10 5,048 21 129 571 14,668

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 2 10 19
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect 0 0 0 18 0 3 14 71
Accurate minimum capital risk requirements: A comparison of several approaches 0 0 0 39 0 4 16 146
An experimental analysis of contagion in financial markets 0 0 0 0 0 4 15 18
Are Feedback Factors Important in Modeling Financial Data? 0 0 0 13 0 2 9 142
Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation 0 0 0 10 1 3 23 51
Asymmetry, realised volatility and stock return risk estimates 0 0 0 12 0 3 9 82
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 34 1 4 11 103
Correlations between oil and stock markets: A wavelet-based approach 0 0 0 12 0 2 16 104
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 2 0 1 7 21
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 0 0 13 191
Editors’ note 0 0 0 1 0 0 4 8
Efficiency evaluation of hotel chains: a Spanish case study 0 0 0 7 0 5 22 78
Exploring Option Pricing and Hedging via Volatility Asymmetry 0 0 0 1 0 1 14 21
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models 0 0 0 136 0 3 15 606
Information aggregation in experimental asset markets in the presence of a manipulator 0 0 0 26 0 3 11 91
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 13 1 6 21 56
Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach 0 0 3 4 0 2 16 24
Limited attention, salience of information and stock market activity 1 1 1 18 2 7 23 98
Modeling and forecasting the oil volatility index 0 0 0 2 0 1 7 23
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH 0 0 0 62 0 5 14 239
Oil price asymmetric effects: Answering the puzzle in international stock markets 0 1 1 52 0 3 14 243
Price manipulation in an experimental asset market 0 0 0 49 1 4 13 248
Risk factors in oil and gas industry returns: International evidence 1 1 2 151 2 6 27 736
Threshold stochastic volatility: Properties and forecasting 0 0 0 19 0 2 10 67
UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES 0 0 2 8 0 1 9 47
Wavelet-based detection of outliers in financial time series 0 0 1 138 0 6 21 389
Total Journal Articles 2 3 10 846 9 83 385 3,924

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Statistics updated 2026-07-10