Maria Helena Lopes Moreira da Veiga
AuthID: R-000-K6R
1
TITLE: Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation
AUTHORS: Xiuping P Mao; Veronika Czellar; Esther Ruiz; Helena Veiga;
PUBLISHED: 2020, SOURCE: ECONOMETRICS AND STATISTICS, VOLUME: 13
AUTHORS: Xiuping P Mao; Veronika Czellar; Esther Ruiz; Helena Veiga;
PUBLISHED: 2020, SOURCE: ECONOMETRICS AND STATISTICS, VOLUME: 13
INDEXED IN: 
Scopus 
WOS
Scopus WOS2
TITLE: A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities Full Text
AUTHORS: Joao Henrique G Mazzeu; Gloria Gonzalez Rivera; Esther Ruiz; Helena Veiga;
PUBLISHED: 2020, SOURCE: ECONOMETRIC REVIEWS
AUTHORS: Joao Henrique G Mazzeu; Gloria Gonzalez Rivera; Esther Ruiz; Helena Veiga;
PUBLISHED: 2020, SOURCE: ECONOMETRIC REVIEWS
INDEXED IN: Scopus WOS
Scopus WOS3
TITLE: Exploring Option Pricing and Hedging via Volatility Asymmetry Full Text
AUTHORS: Isabel Casas; Helena Veiga;
PUBLISHED: 2020, SOURCE: COMPUTATIONAL ECONOMICS
AUTHORS: Isabel Casas; Helena Veiga;
PUBLISHED: 2020, SOURCE: COMPUTATIONAL ECONOMICS
INDEXED IN: Scopus WOS
Scopus WOS4
TITLE: Efficiency evaluation of hotel chains: a Spanish case study Full Text
AUTHORS: Yaguo G Deng; Helena Veiga; Michael P Wiper;
PUBLISHED: 2019, SOURCE: SERIES-JOURNAL OF THE SPANISH ECONOMIC ASSOCIATION, VOLUME: 10, ISSUE: 2
AUTHORS: Yaguo G Deng; Helena Veiga; Michael P Wiper;
PUBLISHED: 2019, SOURCE: SERIES-JOURNAL OF THE SPANISH ECONOMIC ASSOCIATION, VOLUME: 10, ISSUE: 2
INDEXED IN: Scopus WOS
Scopus WOS5
TITLE: Modeling and forecasting the oil volatility index Full Text
AUTHORS: Joao H G Goncalves Mazzeu; Helena Veiga; Massimo B Mariti;
PUBLISHED: 2019, SOURCE: JOURNAL OF FORECASTING, VOLUME: 38, ISSUE: 8
AUTHORS: Joao H G Goncalves Mazzeu; Helena Veiga; Massimo B Mariti;
PUBLISHED: 2019, SOURCE: JOURNAL OF FORECASTING, VOLUME: 38, ISSUE: 8
INDEXED IN: Scopus WOS
Scopus WOS6
TITLE: Detecting outliers in multivariate volatility models: A wavelet procedure Full Text
AUTHORS: Aurea Grane; Belen Martin Barragan; Helena Veiga;
PUBLISHED: 2019, SOURCE: SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS, VOLUME: 43, ISSUE: 2
AUTHORS: Aurea Grane; Belen Martin Barragan; Helena Veiga;
PUBLISHED: 2019, SOURCE: SORT-STATISTICS AND OPERATIONS RESEARCH TRANSACTIONS, VOLUME: 43, ISSUE: 2
INDEXED IN: WOS
WOS7
TITLE: UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES Full Text
AUTHORS: Joao Henrique G Goncalves Mazzeu; Esther Ruiz; Helena Veiga;
PUBLISHED: 2018, SOURCE: JOURNAL OF ECONOMIC SURVEYS, VOLUME: 32, ISSUE: 2
AUTHORS: Joao Henrique G Goncalves Mazzeu; Esther Ruiz; Helena Veiga;
PUBLISHED: 2018, SOURCE: JOURNAL OF ECONOMIC SURVEYS, VOLUME: 32, ISSUE: 2
INDEXED IN: Scopus WOS
Scopus WOS8
TITLE: Threshold stochastic volatility: Properties and forecasting Full Text
AUTHORS: Xiuping P Mao; Esther Ruiz; Helena Veiga;
PUBLISHED: 2017, SOURCE: INTERNATIONAL JOURNAL OF FORECASTING, VOLUME: 33, ISSUE: 4
AUTHORS: Xiuping P Mao; Esther Ruiz; Helena Veiga;
PUBLISHED: 2017, SOURCE: INTERNATIONAL JOURNAL OF FORECASTING, VOLUME: 33, ISSUE: 4
INDEXED IN: Scopus WOS
Scopus WOS9
TITLE: Do investors price industry risk? Evidence from the cross-section of the oil industry
AUTHORS: Sofia B Ramos; Abderrahim Taamouti; Helena Veiga; Chih Wei Wang;
PUBLISHED: 2017, SOURCE: JOURNAL OF ENERGY MARKETS, VOLUME: 10, ISSUE: 1
AUTHORS: Sofia B Ramos; Abderrahim Taamouti; Helena Veiga; Chih Wei Wang;
PUBLISHED: 2017, SOURCE: JOURNAL OF ENERGY MARKETS, VOLUME: 10, ISSUE: 1
INDEXED IN: WOS
WOS10
TITLE: A robust closed-form estimator for the GARCH(1,1) model Full Text
AUTHORS: Natalia Bahamonde; Helena Veiga;
PUBLISHED: 2016, SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 86, ISSUE: 8
AUTHORS: Natalia Bahamonde; Helena Veiga;
PUBLISHED: 2016, SOURCE: JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, VOLUME: 86, ISSUE: 8
INDEXED IN: WOS 
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