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 48 1 1 1 57
A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities 1 1 2 54 3 4 14 62
A two factor long memory stochastic volatility model 0 0 0 374 0 0 0 929
Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator 0 0 0 2 0 0 1 38
Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator 0 0 0 36 0 0 4 222
An analysis of the dynamics of efficiency of mutual funds 0 0 1 36 0 0 12 106
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 2 544
Are feedback factors important in modelling financial data? 0 0 0 45 0 0 3 239
Asymmetric effects of oil price fluctuations in international stock markets 0 0 2 220 0 1 9 829
Asymmetric long-run effects in the oil industry 0 0 0 42 0 0 5 117
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models 0 0 1 8 0 1 8 37
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector 0 0 1 49 1 1 9 120
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 1 1 111 0 1 8 253
Contagion in sequential financial markets: an experimental analysis 0 2 2 2 2 11 11 11
Correlations between oil and stock markets: a wavelet-based approach 0 1 5 177 3 5 23 620
Data cloning estimation for asymmetric stochastic volatility models 0 0 5 56 0 4 17 40
Efficiency evaluation of Spanish hotel chains 0 0 2 26 0 1 10 50
Exploring option pricing and hedging via volatility asymmetry 0 2 3 11 1 4 16 47
Forecasting Volatility Using A Continuous Time Model 0 0 0 287 0 0 1 556
Forecasting volatility: does continuous time do better than discrete time? 0 0 1 90 4 5 11 205
Model uncertainty and the forecast accuracy of ARMA models: A survey 0 1 3 117 2 6 28 212
Modeling and forecasting the oil volatility index 0 1 6 63 2 6 23 80
Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH 0 0 0 379 0 0 7 992
One for all: nesting asymmetric stochastic volatility models 0 0 0 80 0 0 2 153
Outliers in Garch models and the estimation of risk measures 0 0 1 200 0 0 3 558
Outliers in multivariate Garch models 0 0 0 82 0 2 6 115
Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal 1 1 3 211 1 1 9 509
Predictability of stock market activity using Google search queries 0 1 10 409 3 7 44 1,118
Price manipulation in an experimental asset market 0 0 0 43 1 1 2 229
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 1 1 31 0 2 11 56
Risk factors in oil and gas industry returns: international evidence 0 0 2 373 3 10 32 1,636
Score driven asymmetric stochastic volatility models 1 2 4 198 2 4 20 106
The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market 0 0 1 40 1 1 5 150
The effect of realised volatility on stock returns risk estimates 0 0 0 91 0 0 1 238
The effect of short-selling of the aggregation of information in an experimental asset market 0 0 0 61 0 1 5 213
The sign of asymmetry and the Taylor Effect in stochastic volatility models 0 1 1 96 0 1 5 338
Valuation in the energy sector: Fundamentals or bubbles? 1 12 12 12 1 13 13 13
Volatility forecasts: a continuous time model versus discrete time models 0 0 1 215 0 0 2 665
Volatility modelling and accurate minimun capital risk requirements: a comparison among several approaches 0 0 0 59 0 0 3 147
Wavelet-based detection of outliers in volatility models 0 0 2 229 0 1 9 571
Total Working Papers 4 27 73 4,789 31 95 395 13,181


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect 0 0 0 17 0 0 0 56
Accurate minimum capital risk requirements: A comparison of several approaches 0 0 1 37 0 0 5 124
Are Feedback Factors Important in Modeling Financial Data? 0 0 0 13 0 0 1 131
Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation 0 0 0 0 0 0 2 2
Asymmetry, realised volatility and stock return risk estimates 0 0 1 11 0 0 3 60
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models 0 0 1 25 0 1 10 72
Correlations between oil and stock markets: A wavelet-based approach 0 1 2 10 0 3 16 71
Dynamic effects in inefficiency: Evidence from the Colombian banking sector 0 1 2 14 1 4 14 64
Efficiency evaluation of hotel chains: a Spanish case study 0 0 2 7 0 2 23 41
Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models 0 3 7 122 2 18 66 504
Information aggregation in experimental asset markets in the presence of a manipulator 0 0 1 25 0 0 2 74
Limited attention, salience of information and stock market activity 2 4 4 4 7 12 19 19
Modeling and forecasting the oil volatility index 0 0 1 1 2 2 7 11
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH 0 0 0 62 0 1 3 216
Oil price asymmetric effects: Answering the puzzle in international stock markets 0 1 2 47 0 2 17 198
Price manipulation in an experimental asset market 0 1 2 47 1 2 6 218
Risk factors in oil and gas industry returns: International evidence 0 2 6 143 0 6 20 658
Threshold stochastic volatility: Properties and forecasting 0 0 1 10 0 0 3 33
UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES 0 0 1 4 1 2 11 33
Wavelet-based detection of outliers in financial time series 1 2 5 131 2 5 22 355
Total Journal Articles 3 15 39 730 16 60 250 2,940


Statistics updated 2021-01-03