Exploring Option Pricing and Hedging via Volatility Asymmetry
6.37
Isabel Casas,
Helena Veiga
Computational Economics,
vol. 57, 2021, p. 1015-1039.
A Bootstrap Approach for Generalized Autocontour Testing Implications for VIX Forecast Densities
7.51
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
10.02
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
8.79
Sofia Ramos,
Pedro Latoeiro,
Helena Veiga
Economic Modelling,
vol. 87, 2020, p. 92-108.
Efficiency evaluation of hotel chains: a Spanish case study.
0.75
Yaguo Deng,
Helena Veiga,
Michael P. Wiper
Investigaciones Economicas,
vol. 10, 2019, p. 115-139.
Modeling and Forecasting the Oil Volatility Index
9.39
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.
9.23
João Henrique Gonçalves Mazzeu,
Esther Ruiz,
Helena Veiga
Journal of Economic Surveys,
vol. 32, 2018, p. 388-419.
Threshold Stochastic Volatility: Properties and Forecasting
11.55
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
8.79
Belen Martin-Barragan,
Sofia Ramos,
Helena Veiga
Economic Modelling,
vol. 50, 2015, p. 212-227.
Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models
8.88
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
15.79
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
16.12
Sofia Ramos,
Helena Veiga
Energy Economics,
vol. 38, 2013, p. 136-145.
Asymmetry, Realised Volatility and Stock Return Risk Estimates
1.91
Aurea Grane,
Helena Veiga
Portuguese Economic Journal,
vol. 11, 2012, p. 147-164.
Risk Factors in Oil and Gas Industry Returns: International Evidence
16.12
Sofia Ramos,
Helena Veiga
Energy Economics,
vol. 33, 2011, p. 525-542.
Information Aggregation in Experimental Asset Markets in the Presence of a Manipulator
15.29
Helena Veiga,
Marc Vorsatz
Experimental Economics,
vol. 13, 2010, p. 379-398.
Price Manipulation in an Experimental Asset Market
23.87
Helena Veiga,
Marc Vorsatz
European Economic Review,
vol. 53, 2009, p. 327-342.
Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches
18.79
Aurea Grane,
Helena Veiga
Journal of Banking and Finance,
vol. 32, 2008, p. 2482-2492.