Exploring Option Pricing and Hedging via Volatility Asymmetry
Isabel Casas, Helena Veiga
Computational Economics, vol. 57, 2021, p. 1015-1039.

A Bootstrap Approach for Generalized Autocontour Testing Implications for VIX Forecast Densities
João Henrique Gonçalves Mazzeu, Gloria Gonzalez-Rivera, Esther Ruiz, Helena Veiga
Econometric Reviews, vol. 39, 2020, p. 971-990.

Data Cloning Estimation for Asymmetric Stochastic Volatility Models
P. de Zea Bermudez, J. Miguel Marin, Helena Veiga
Econometric Reviews, vol. 39, 2020, p. 1057-1074.

Limited Attention, Salience of Information and Stock Market Activity
Sofia Ramos, Pedro Latoeiro, Helena Veiga
Economic Modelling, vol. 87, 2020, p. 92-108.

Efficiency evaluation of hotel chains: a Spanish case study.
Yaguo Deng, Helena Veiga, Michael P. Wiper
Investigaciones Economicas, vol. 10, 2019, p. 115-139.

Modeling and Forecasting the Oil Volatility Index
João Henrique Gonçalves Mazzeu, Helena Veiga, Massimo B. Mariti
Journal Of Forecasting, vol. 38, 2019, p. 773-787.

UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES.
João Henrique Gonçalves Mazzeu, Esther Ruiz, Helena Veiga
Journal of Economic Surveys, vol. 32, 2018, p. 388-419.

Threshold Stochastic Volatility: Properties and Forecasting
Xiuping Mao, Esther Ruiz, Helena Veiga
International Journal Of Forecasting, vol. 33, 2017, p. 1105-1123.

Correlations between Oil and Stock Markets: A Wavelet-Based Approach
Belen Martin-Barragan, Sofia Ramos, Helena Veiga
Economic Modelling, vol. 50, 2015, p. 212-227.

Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models
Jorge E. Galan, Helena Veiga, Michael P. Wiper
Journal Of Productivity Analysis, vol. 42, 2014, p. 85-101.

Outliers, GARCH-Type Models and Risk Measures: A Comparison of Several Approaches
Aurea Grane, Helena Veiga
Journal Of Empirical Finance, vol. 26, 2014, p. 26-40.

Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets
Sofia Ramos, Helena Veiga
Energy Economics, vol. 38, 2013, p. 136-145.

Asymmetry, Realised Volatility and Stock Return Risk Estimates
Aurea Grane, Helena Veiga
Portuguese Economic Journal, vol. 11, 2012, p. 147-164.

Risk Factors in Oil and Gas Industry Returns: International Evidence
Sofia Ramos, Helena Veiga
Energy Economics, vol. 33, 2011, p. 525-542.

Information Aggregation in Experimental Asset Markets in the Presence of a Manipulator
Helena Veiga, Marc Vorsatz
Experimental Economics, vol. 13, 2010, p. 379-398.

Price Manipulation in an Experimental Asset Market
Helena Veiga, Marc Vorsatz
European Economic Review, vol. 53, 2009, p. 327-342.

Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches
Aurea Grane, Helena Veiga
Journal of Banking and Finance, vol. 32, 2008, p. 2482-2492.

Sazonalidade estocastica nao estacionaria: Alguma evidencia empirica para a economia Portuguesa.
Artur Silva Lopes, Helena Veiga
Economia (Ucp), vol. 23, 1999, p. 3-25.