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Helena Veiga

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

Personal Details

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

RePEc Short-ID: pve141

Email:
Homepage: http://www.est.uc3m.es/mhveiga
Postal Address: Department of Statistics Universidad Carlos III de Madrid C/ Madrid 126 28903 Getafe (Madrid) Spain
Phone: +34913889421

Affiliation

Departamento de Estadistica
Universidad Carlos III de Madrid
Location: Madrid, Spain
Homepage: http://halweb.uc3m.es/
Email:
Phone: 6249847
Fax: 6249849
Postal: C/ Madrid, 126 - 28903 GETAFE (MADRID)
Handle: RePEc:edi:dxuc3es (more details at EDIRC)

Lists

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

Works

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Working papers

  1. Aurea Grané & Belén Martín-Barragán & Helena Veiga, 2014. "Outliers in multivariate Garch models," Statistics and Econometrics Working Papers ws140503, Universidad Carlos III, Departamento de Estadística y Econometría.
  2. Jorge E. Galán & Helena Veiga & Michael P. Wiper, 2013. "Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector," Statistics and Econometrics Working Papers ws131918, Universidad Carlos III, Departamento de Estadística y Econometría.
  3. Xiuping Mao & Esther Ruiz & Helena Veiga, 2013. "One for all : nesting asymmetric stochastic volatility models," Statistics and Econometrics Working Papers ws131110, Universidad Carlos III, Departamento de Estadística y Econometría.
  4. Sofía B. Ramos & Helena Veiga & Pedro Latoeiro, 2013. "Predictability of stock market activity using Google search queries," Statistics and Econometrics Working Papers ws130605, Universidad Carlos III, Departamento de Estadística y Econometría.
  5. Belén Martín-Barragán & Sofía B. Ramos & Helena Veiga, 2013. "Correlations between oil and stock markets : a wavelet-based approach," Statistics and Econometrics Working Papers ws130504, Universidad Carlos III, Departamento de Estadística y Econometría.
  6. Jorge E. Galán & Helena Veiga & Michael P. Wiper, 2012. "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," Statistics and Econometrics Working Papers ws121007, Universidad Carlos III, Departamento de Estadística y Econometría.
  7. Sofía B. Ramos & Helena Veiga & Chih-Wei Wang, 2012. "Asymmetric long-run effects in the oil industry," Statistics and Econometrics Working Papers ws120502, Universidad Carlos III, Departamento de Estadística y Econometría.
  8. Carles Bretó & Helena Veiga, 2011. "Forecasting volatility: does continuous time do better than discrete time?," Statistics and Econometrics Working Papers ws112518, Universidad Carlos III, Departamento de Estadística y Econometría.
  9. Sofía B. Ramos & Helena Veiga, 2010. "Asymmetric effects of oil price fluctuations in international stock markets," Statistics and Econometrics Working Papers ws100904, Universidad Carlos III, Departamento de Estadística y Econometría.
  10. Aurea Grané & Helena Veiga, 2010. "Outliers in Garch models and the estimation of risk measures," Statistics and Econometrics Working Papers ws100502, Universidad Carlos III, Departamento de Estadística y Econometría.
  11. 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.
  12. Sofía B. Ramos & Helena Veiga, 2009. "Risk factors in oil and gas industry returns: international evidence," Statistics and Econometrics Working Papers ws096920, Universidad Carlos III, Departamento de Estadística y Econometría.
  13. 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.
  14. 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.
  15. 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.
  16. 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.
  17. 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.
  18. 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.
  19. 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.
  20. 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.
  21. Veiga, Helena & Vorsatz, Marc, 2006. "Price Manipulation in an Experimental Asset Market," Research Memorandum 024, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
  22. 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.
  23. 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).
  24. Maria Helena Lopes Moreira da Veiga, 2003. "Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data," UFAE and IAE Working Papers 585.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).
  25. Maria Helena Lopes Moreira da Veiga, 2003. "Forecasting Volatility Using A Continuous Time Model," UFAE and IAE Working Papers 584.03, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC).

Articles

  1. Jorge Galán & Helena Veiga & Michael Wiper, 2014. "Bayesian estimation of inefficiency heterogeneity in stochastic frontier models," Journal of Productivity Analysis, Springer, vol. 42(1), pages 85-101, August.
  2. Ramos, Sofia B. & Veiga, Helena, 2013. "Oil price asymmetric effects: Answering the puzzle in international stock markets," Energy Economics, Elsevier, vol. 38(C), pages 136-145.
  3. Aurea Grané & Helena Veiga, 2012. "Asymmetry, realised volatility and stock return risk estimates," Portuguese Economic Journal, Springer, vol. 11(2), pages 147-164, August.
  4. Ramos, Sofia B. & Veiga, Helena, 2011. "Risk factors in oil and gas industry returns: International evidence," Energy Economics, Elsevier, vol. 33(3), pages 525-542, May.
  5. Helena Veiga & Marc Vorsatz, 2010. "Information aggregation in experimental asset markets in the presence of a manipulator," Experimental Economics, Springer, vol. 13(4), pages 379-398, December.
  6. Grané, Aurea & Veiga, Helena, 2010. "Wavelet-based detection of outliers in financial time series," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2580-2593, November.
  7. Veiga, Helena & Vorsatz, Marc, 2009. "Price manipulation in an experimental asset market," European Economic Review, Elsevier, vol. 53(3), pages 327-342, April.
  8. Helena Veiga, 2009. "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models," Economics Bulletin, AccessEcon, vol. 29(1), pages 265-276.
  9. Helena Veiga, 2009. "Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga," Economics Bulletin, AccessEcon, vol. 29(4), pages 2730-2731.
  10. 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.
  11. 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.
  12. 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.
  13. 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.

NEP Fields

23 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2013-07-15
  2. NEP-BEC: Business Economics (1) 2012-06-05
  3. NEP-CFN: Corporate Finance (2) 2003-09-14 2003-09-28
  4. NEP-CTA: Contract Theory & Applications (1) 2008-09-29
  5. NEP-CWA: Central & Western Asia (1) 2012-06-05
  6. NEP-DCM: Discrete Choice Models (1) 2005-01-16
  7. NEP-ECM: Econometrics (12) 2003-09-14 2006-02-26 2006-04-29 2006-10-28 2007-03-03 2007-06-02 2009-02-22 2010-04-17 2012-05-29 2013-05-24 2013-07-15 2014-03-22. Author is listed
  8. NEP-EDU: Education (1) 2005-01-16
  9. NEP-EFF: Efficiency & Productivity (2) 2012-05-29 2013-07-15
  10. NEP-ENE: Energy Economics (4) 2010-01-10 2010-04-17 2012-06-05 2013-03-09
  11. NEP-ETS: Econometric Time Series (12) 2003-09-14 2003-09-28 2006-01-24 2006-02-26 2006-04-29 2006-10-28 2007-03-03 2009-02-22 2010-04-17 2011-10-01 2013-05-24 2014-03-22. Author is listed
  12. NEP-EXP: Experimental Economics (3) 2008-07-14 2008-07-30 2008-09-29
  13. NEP-FIN: Finance (1) 2003-09-28
  14. NEP-FMK: Financial Markets (7) 2003-09-14 2003-09-28 2006-01-24 2006-02-26 2007-09-24 2013-03-09 2013-03-23. Author is listed
  15. NEP-FOR: Forecasting (3) 2006-04-29 2011-10-01 2013-03-23
  16. NEP-LAB: Labour Economics (1) 2005-01-16
  17. NEP-LTV: Unemployment, Inequality & Poverty (1) 2005-01-16
  18. NEP-MAC: Macroeconomics (1) 2006-04-29
  19. NEP-MST: Market Microstructure (3) 2008-07-14 2008-07-30 2011-10-01
  20. NEP-ORE: Operations Research (3) 2011-10-01 2012-05-29 2013-05-24
  21. NEP-RMG: Risk Management (7) 2003-09-14 2003-09-28 2007-03-03 2007-06-02 2007-09-24 2010-04-17 2014-03-22. Author is listed

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