Helena Veiga
Helena Veiga
Associate Professor, Universidad Carlos III de Madrid and Unide
Verified email at - Homepage
Cited by
Cited by
Risk factors in oil and gas industry returns: International evidence
SB Ramos, H Veiga
Energy Economics 33 (3), 525-542, 2011
Wavelet-based detection of outliers in financial time series
A Grané, H Veiga
Computational Statistics & Data Analysis 54 (11), 2580-2593, 2010
Oil price asymmetric effects: Answering the puzzle in international stock markets
SB Ramos, H Veiga
Energy Economics 38, 136-145, 2013
Correlations between oil and stock markets: A wavelet-based approach
B Martín-Barragán, SB Ramos, H Veiga
Economic Modelling 50, 212-227, 2015
Limited attention, salience of information and stock market activity
SB Ramos, P Latoeiro, H Veiga
Economic Modelling 87, 92-108, 2020
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH
E Ruiz, H Veiga
Computational Statistics & Data Analysis 52 (6), 2846-2862, 2008
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector
JE Galán, H Veiga, MP Wiper
European Journal of Operational Research, 2015
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models
J Galán, H Veiga, M Wiper
Journal of Productivity Analysis 42 (1), 85-101, 2014
Information aggregation in experimental asset markets in the presence of a manipulator
H Veiga, M Vorsatz
Experimental economics 13 (4), 379-398, 2010
Price manipulation in an experimental asset market
H Veiga, M Vorsatz
European Economic Review 53 (3), 327-342, 2009
Outliers, GARCH-type models and risk measures: A comparison of several approaches
A Grané, H Veiga
Journal of Empirical Finance 26, 26-40, 2014
Efficiency evaluation of hotel chains: a Spanish case study
Y Deng, H Veiga, MP Wiper
SERIEs 10, 115-139, 2019
Do investors price industry risk? Evidence from the cross-section of the oil industry
SB Ramos, A Taamouti, H Veiga, CW Wang
Journal of Energy Markets, 2017
Modelos de volatilidad estocástica: una alternativa atractiva y factible para modelizar la evolución de la volatilidad
ER Ortega, MH Veiga
Anales de estudios económicos y empresariales, 9-68, 2008
Asymmetric Stochastic Volatility Models: Properties and Particle Filter-based Simulated Maximum Likelihood Estimation
X Mao, V Czellar, E Ruiz, H Veiga
Econometrics and Statistics 13, 84-105, 2020
Threshold stochastic volatility: Properties and forecasting
X Mao, E Ruiz, H Veiga
International Journal of Forecasting 33 (4), 1105-1123, 2017
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect
A Pérez, E Ruiz, H Veiga
Computational statistics & data analysis 53 (10), 3593-3600, 2009
A robust closed-form estimator for the GARCH (1, 1) model
N Bahamonde, H Veiga
Journal of Statistical Computation and Simulation 86 (8), 1605-1619, 2016
The interrelationship between financial and energy markets
S Ramos, H Veiga
Springer, 2014
Accurate minimum capital risk requirements: A comparison of several approaches
A Grané, H Veiga
Journal of Banking & Finance 32 (11), 2482-2492, 2008
The system can't perform the operation now. Try again later.
Articles 1–20