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Information about:
Helena Veiga

Personal Details | Affiliation | Lists | Works
This is information that was supplied by Helena Veiga in registering through RePEc. If you are Helena Veiga , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

Personal Details

First Name: Helena
Middle Name:
Last Name: Veiga
Suffix:

RePEc Short-ID: pve141

Email:
Homepage: http://www.uc3m.es/portal/page/portal/dpto_estadistica/home/members/maria_helena_lopes_moreira
Postal Address:
Phone: +34913889421

Affiliation

(in no particular order)

Lists

This author is featured on the following reading lists or publication compilations:
  1. Portuguese Economists

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Aurea Grané & Helena Veiga, 2009. "Wavelet-based detection of outliers in volatility models," Statistics and Econometrics Working Papers ws090403, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  2. Helena Veiga & Marc Vorsatz, 2008. "Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator," Statistics and Econometrics Working Papers ws084110, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  3. Marc Vorsatz & Helena Veiga, 2008. "The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market," Working Papers 2008-26, FEDEA. [Downloadable!]
    Other versions:

  4. Helena Veiga, 2007. "The sign of asymmetry and the Taylor Effect in stochastic volatility models," Statistics and Econometrics Working Papers ws070702, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  5. Aurea Grane & Helena Veiga, 2007. "The effect of realised volatility on stock returns risk estimates," Statistics and Econometrics Working Papers ws076316, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  6. Aurea Grane & Helena Veiga, 2007. "Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches," Statistics and Econometrics Working Papers ws074713, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  7. Helena Veiga, 2006. "A Two Factor Long Memory Stochastic Volatility Model," Statistics and Econometrics Working Papers ws061303, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  8. Helena Veiga, 2006. "Are Feedback Factors Important In Modelling Financial Data?," Statistics and Econometrics Working Papers ws060101, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    Published as:

  9. Helena Veiga, 2006. "Volatility Forecasts: A Continuous Time Model Versus Discrete Time Models1," Statistics and Econometrics Working Papers ws062509, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]

  10. Veiga, Helena & Vorsatz, Marc, 2006. "Price Manipulation in an Experimental Asset Market," Research Memoranda 024, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization. [Downloadable!]
    Published as:

  11. Esther Ruiz & Helena Veiga, 2006. "Modelling Long-Memory Volatilities With Leverage Effect: Almsv Versus Fiegarch," Statistics and Econometrics Working Papers ws066016, Universidad Carlos III, Departamento de Estadística y Econometría. [Downloadable!]
    Published as:

  12. Danilo Coelho & Helena Veiga & R?rt Veszteg, 2005. "Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal," UFAE and IAE Working Papers 636.05, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC). [Downloadable!]

Articles

  1. Veiga, Helena & Vorsatz, Marc, 2009. "Price manipulation in an experimental asset market," European Economic Review, Elsevier, vol. 53(3), pages 327-342, April. [Downloadable!] (restricted)
    Other versions:

  2. Pérez, Ana & Ruiz, Esther & Veiga, Helena, 2009. "A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect," Computational Statistics & Data Analysis, Elsevier, vol. 53(10), pages 3593-3600, August. [Downloadable!] (restricted)

  3. Grané, A. & Veiga, H., 2008. "Accurate minimum capital risk requirements: A comparison of several approaches," Journal of Banking & Finance, Elsevier, vol. 32(11), pages 2482-2492, November. [Downloadable!] (restricted)

  4. Ruiz, Esther & Veiga, Helena, 2008. "Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH," Computational Statistics & Data Analysis, Elsevier, vol. 52(6), pages 2846-2862, February. [Downloadable!] (restricted)
    Other versions:

  5. Helena Veiga, 2007. "Are Feedback Factors Important in Modeling Financial Data?," International Review of Finance, International Review of Finance Ltd., vol. 7(3-4), pages 105-118. [Downloadable!] (restricted)
    Other versions:

NEP Fields

13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CTA: Contract Theory & Applications (1) 2008-09-29
  2. NEP-DCM: Discrete Choice Models (1) 2005-01-16
  3. NEP-ECM: Econometrics (6) 2006-02-26 2006-04-29 2006-10-28 2007-03-03 2007-06-02 2009-02-22 Author is listed
  4. NEP-EDU: Education (1) 2005-01-16
  5. NEP-ETS: Econometric Time Series (6) 2006-01-24 2006-02-26 2006-04-29 2006-10-28 2007-03-03 2009-02-22 Author is listed
  6. NEP-EXP: Experimental Economics (3) 2008-07-14 2008-07-30 2008-09-29
  7. NEP-FMK: Financial Markets (3) 2006-01-24 2006-02-26 2007-09-24
  8. NEP-FOR: Forecasting (1) 2006-04-29
  9. NEP-GTH: Game Theory (1) 2006-07-09
  10. NEP-IFN: International Finance (1) 2008-07-30
  11. NEP-LAB: Labour Economics (1) 2005-01-16
  12. NEP-LTV: Unemployment, Inequality & Poverty (1) 2005-01-16
  13. NEP-MAC: Macroeconomics (1) 2006-04-29
  14. NEP-MST: Market Microstructure (2) 2008-07-14 2008-07-30
  15. NEP-RMG: Risk Management (3) 2007-03-03 2007-06-02 2007-09-24
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This page was last updated on 2009-11-27.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.