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 2 15 96
A two factor long memory stochastic volatility model 0 0 0 381 0 0 12 967
Adaptative predictability of stock market returns 0 0 0 47 2 2 13 74
Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator 0 0 0 2 0 1 9 51
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator 0 0 0 36 0 0 17 241
An analysis of the dynamics of efficiency of mutual funds 0 0 0 37 1 2 14 134
An experimental analysis of contagion in financial markets 0 0 0 13 0 0 15 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 0 7 555
Are feedback factors important in modelling financial data? 0 0 0 45 0 0 8 254
Asymmetric effects of oil price fluctuations in international stock markets 0 0 0 221 0 1 12 849
Asymmetric long-run effects in the oil industry 0 0 0 42 0 2 17 140
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 0 0 0 8 0 1 10 53
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector 0 0 0 50 1 1 16 146
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 116 0 0 14 294
Correlations between oil and stock markets: a wavelet-based approach 0 0 0 179 1 1 18 659
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 58 0 1 8 67
Efficiency evaluation of Spanish hotel chains 0 0 0 29 0 1 11 77
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 0 0 6 73
Forecasting Volatility Using A Continuous Time Model 0 0 0 287 0 0 9 569
Forecasting volatility: does continuous time do better than discrete time? 0 0 0 94 1 1 13 241
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 50 1 1 12 98
Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach 0 0 1 10 1 4 15 28
Model uncertainty and the forecast accuracy of ARMA models: A survey 0 0 0 141 0 1 19 305
Modeling and forecasting the oil volatility index 0 0 0 66 1 2 17 119
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH 0 0 0 386 0 0 10 1,021
On the relationship of country geopolitical risk on energy inflation 0 0 2 5 0 2 17 29
One for all: nesting asymmetric stochastic volatility models 0 0 0 80 1 1 8 175
Outliers in Garch models and the estimation of risk measures 0 0 2 203 0 1 19 582
Outliers in multivariate Garch models 0 0 0 85 0 0 16 145
Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal 0 0 0 211 0 1 6 518
Predictability of stock market activity using Google search queries 0 0 0 437 1 1 12 1,264
Price manipulation in an experimental asset market 0 0 0 43 0 0 8 250
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 0 1 17 100
Risk factors in oil and gas industry returns: international evidence 0 0 0 380 0 0 18 1,689
Score driven asymmetric stochastic volatility models 0 0 2 209 0 0 14 139
The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market 0 0 0 41 0 0 6 160
The effect of realised volatility on stock returns risk estimates 0 0 0 92 0 1 24 272
The effect of short-selling of the aggregation of information in an experimental asset market 0 0 0 64 0 2 10 228
The sign of asymmetry and the Taylor Effect in stochastic volatility models 0 0 0 96 1 1 8 354
Valuation in the energy sector: Fundamentals or bubbles? 0 0 0 16 0 0 14 61
Volatility forecasts: a continuous time model versus discrete time models 0 1 1 217 0 3 26 703
Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches 0 0 0 60 0 0 7 158
Wavelet-based detection of outliers in volatility models 0 0 0 234 0 0 22 619
Total Working Papers 0 1 8 5,049 12 38 575 14,706

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 20
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect 0 0 0 18 0 1 14 72
Accurate minimum capital risk requirements: A comparison of several approaches 0 0 0 39 0 0 15 146
An experimental analysis of contagion in financial markets 0 0 0 0 1 2 16 20
Are Feedback Factors Important in Modeling Financial Data? 0 0 0 13 1 2 10 144
Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation 1 1 1 11 1 3 25 54
Asymmetry, realised volatility and stock return risk estimates 0 0 0 12 0 1 9 83
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 0 34 0 1 12 104
Correlations between oil and stock markets: A wavelet-based approach 0 0 0 12 0 0 16 104
Data cloning estimation for asymmetric stochastic volatility models 0 0 0 2 0 1 7 22
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 4 16 195
Editors’ note 0 0 0 1 0 0 4 8
Efficiency evaluation of hotel chains: a Spanish case study 0 0 0 7 0 2 24 80
Exploring Option Pricing and Hedging via Volatility Asymmetry 0 0 0 1 0 0 11 21
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models 0 0 0 136 1 1 13 607
Information aggregation in experimental asset markets in the presence of a manipulator 0 0 0 26 1 1 11 92
Integrated nested Laplace approximations for threshold stochastic volatility models 0 0 0 13 0 0 20 56
Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach 0 0 1 4 1 1 15 25
Limited attention, salience of information and stock market activity 0 0 1 18 0 4 22 102
Modeling and forecasting the oil volatility index 0 0 0 2 0 0 7 23
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH 0 0 0 62 0 1 15 240
Oil price asymmetric effects: Answering the puzzle in international stock markets 0 0 1 52 0 1 13 244
Price manipulation in an experimental asset market 0 0 0 49 1 2 13 250
Risk factors in oil and gas industry returns: International evidence 0 0 1 151 0 0 22 736
Threshold stochastic volatility: Properties and forecasting 0 0 0 19 0 2 11 69
UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES 0 0 2 8 0 1 8 48
Wavelet-based detection of outliers in financial time series 0 0 1 138 0 1 20 390
Total Journal Articles 1 1 8 847 8 33 380 3,957

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Statistics updated 2026-10-11