Helena Veiga

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Investigating the impact of consumption distribution on CRRA estimation: quantile-CCAPM-based approach Studies in Nonlinear Dynamics and Econometrics	2025-08-26	Paper
An experimental analysis of contagion in financial markets Journal of Economic Dynamics & Control	2025-06-11	Paper
Data cloning estimation for asymmetric stochastic volatility models Econometric Reviews	2022-03-04	Paper
A bootstrap approach for generalized autocontour testing implications for VIX forecast densities Econometric Reviews	2022-03-04	Paper
A robust closed-form estimator for the GARCH(1,1) model Journal of Statistical Computation and Simulation	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 European Journal of Operational Research	2016-07-06	Paper
Wavelet-based detection of outliers in financial time series Computational Statistics and Data Analysis	2014-04-14	Paper
Information aggregation in experimental asset markets in the presence of a manipulator Experimental Economics	2010-11-16	Paper
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect Computational Statistics and Data Analysis	2010-04-01	Paper
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH Computational Statistics and Data Analysis	2009-06-12	Paper

Research outcomes over time

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