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 7 71
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 0 0 0 56 2 4 14 93
A two factor long memory stochastic volatility model 0 0 0 381 5 5 9 964
Adaptative predictability of stock market returns 0 0 0 47 1 2 12 71
Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator 0 0 0 2 2 3 9 49
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator 0 0 0 36 1 9 17 241
An analysis of the dynamics of efficiency of mutual funds 0 0 1 37 1 2 10 129
An experimental analysis of contagion in financial markets 0 0 0 13 3 8 17 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 7 554
Are feedback factors important in modelling financial data? 0 0 0 45 2 3 8 254
Asymmetric effects of oil price fluctuations in international stock markets 0 0 0 221 0 5 11 848
Asymmetric long-run effects in the oil industry 0 0 0 42 1 10 15 138
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 0 0 0 8 2 4 10 51
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector 0 0 0 50 1 6 16 145
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 116 4 7 13 293
Correlations between oil and stock markets: a wavelet-based approach 0 0 0 179 9 12 17 658
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 58 2 2 6 63
Efficiency evaluation of Spanish hotel chains 0 0 0 29 3 3 11 76
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 1 1 7 73
Forecasting Volatility Using A Continuous Time Model 0 0 0 287 2 2 10 569
Forecasting volatility: does continuous time do better than discrete time? 0 0 0 94 1 3 12 239
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 50 4 7 13 96
Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach 0 0 2 10 1 4 11 22
Model uncertainty and the forecast accuracy of ARMA models: A survey 0 0 1 141 3 3 18 302
Modeling and forecasting the oil volatility index 0 0 0 66 2 5 15 115
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH 0 0 0 386 1 4 9 1,019
On the relationship of country geopolitical risk on energy inflation 0 0 4 4 1 1 21 24
One for all: nesting asymmetric stochastic volatility models 0 0 0 80 3 3 6 173
Outliers in Garch models and the estimation of risk measures 0 2 2 203 2 8 17 580
Outliers in multivariate Garch models 0 0 2 85 5 6 18 145
Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal 0 0 0 211 0 1 6 517
Predictability of stock market activity using Google search queries 0 0 0 437 1 3 13 1,259
Price manipulation in an experimental asset market 0 0 0 43 1 4 7 249
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 0 8 16 95
Risk factors in oil and gas industry returns: international evidence 0 0 0 380 2 5 17 1,688
Score driven asymmetric stochastic volatility models 0 2 2 209 1 3 15 139
The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market 0 0 0 41 1 1 6 159
The effect of realised volatility on stock returns risk estimates 0 0 0 92 0 7 21 269
The effect of short-selling of the aggregation of information in an experimental asset market 0 0 0 64 1 3 8 226
The sign of asymmetry and the Taylor Effect in stochastic volatility models 0 0 0 96 1 4 6 352
Valuation in the energy sector: Fundamentals or bubbles? 0 0 0 16 4 7 16 60
Volatility forecasts: a continuous time model versus discrete time models 0 0 0 216 2 8 23 699
Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches 0 0 0 60 1 1 7 158
Wavelet-based detection of outliers in volatility models 0 0 0 234 2 3 23 618
Total Working Papers 0 4 14 5,047 82 191 550 14,621

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 10 18
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect 0 0 0 18 3 4 14 71
Accurate minimum capital risk requirements: A comparison of several approaches 0 0 0 39 4 6 16 146
An experimental analysis of contagion in financial markets 0 0 0 0 4 7 16 18
Are Feedback Factors Important in Modeling Financial Data? 0 0 0 13 1 3 8 141
Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation 0 0 0 10 2 10 23 50
Asymmetry, realised volatility and stock return risk estimates 0 0 0 12 2 2 8 81
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 34 3 5 10 102
Correlations between oil and stock markets: A wavelet-based approach 0 0 0 12 1 3 17 103
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 2 1 2 9 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 3 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 5 6 22 78
Exploring Option Pricing and Hedging via Volatility Asymmetry 0 0 0 1 1 4 14 21
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models 0 0 1 136 3 5 18 606
Information aggregation in experimental asset markets in the presence of a manipulator 0 0 0 26 2 4 11 90
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 13 4 6 19 54
Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach 0 0 3 4 2 4 17 24
Limited attention, salience of information and stock market activity 0 0 0 17 2 5 19 93
Modeling and forecasting the oil volatility index 0 0 0 2 1 1 7 23
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH 0 0 0 62 5 6 14 239
Oil price asymmetric effects: Answering the puzzle in international stock markets 1 1 1 52 2 2 13 242
Price manipulation in an experimental asset market 0 0 0 49 3 6 13 247
Risk factors in oil and gas industry returns: International evidence 0 0 1 150 2 4 24 732
Threshold stochastic volatility: Properties and forecasting 0 0 0 19 0 0 10 65
UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES 0 0 2 8 1 2 9 47
Wavelet-based detection of outliers in financial time series 0 0 2 138 4 8 20 387
Total Journal Articles 1 1 10 844 59 110 380 3,900

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Statistics updated 2026-05-06