Helena Veiga

Available identifiers

Publication	Date of Publication	Type
Data cloning estimation for asymmetric stochastic volatility models	2022-03-04	Paper
A bootstrap approach for generalized autocontour testing implications for VIX forecast densities	2022-03-04	Paper
A robust closed-form estimator for the GARCH(1,1) model	2020-04-01	Paper
Detecting outliers in multivariate volatility models: a wavelet procedure	2020-01-24	Paper
Dynamic effects in inefficiency: evidence from the Colombian banking sector	2016-07-06	Paper
Wavelet-based detection of outliers in financial time series	2014-04-14	Paper
Information aggregation in experimental asset markets in the presence of a manipulator	2010-11-16	Paper
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect	2010-04-01	Paper
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH	2009-06-12	Paper

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