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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Veiga, Helena
Showing results 8 to 21 of 21
| Issue Date | Title | Author(s) | Type | | Jul-2011 | Forecasting volatility: does continuous time do better than discrete time? | Bretó, Carles; Veiga, Helena | workingPaper |
| 20-Feb-2008 | Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH | Ruiz, Esther [ortega]; Veiga, Helena | article |
| Oct-2006 | Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH | Ruiz, Esther [ortega]; Veiga, Helena | workingPaper |
| 2009 | A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect | Pérez, Ana; Ruiz, Esther [ortega]; Veiga, Helena | article |
| May-2013 | One for all : nesting asymmetric stochastic volatility models | Mao, Xiuping; Ruiz, Esther [ortega]; Veiga, Helena | workingPaper |
| Jan-2010 | Outliers in Garch models and the estimation of risk measures | Grané, Aurea; Veiga, Helena | workingPaper |
| Mar-2013 | Predictability of stock market activity using Google search queries | Latoeiro, Pedro; Ramos, Sofía B.; Veiga, Helena | workingPaper |
| Nov-2009 | Risk factors in oil and gas industry returns: international evidence | Ramos, Sofia B.; Veiga, Helena | workingPaper |
| Feb-2007 | The sign of asymmetry and the Taylor Effect in stochastic volatility models | Veiga, Helena | workingPaper |
| Sep-2007 | The effect of realised volatility on stock returns risk estimates | Grané, Aurea; Veiga, Helena | workingPaper |
| Jul-2008 | The effect of short-selling of the aggregation of information in an experimental asset market | Veiga, Helena; Vorsatz, Marc | workingPaper |
| Apr-2006 | Volatility forecasts: a continuous time model versus discrete time models | Veiga, Helena | workingPaper |
| May-2007 | Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches | Grané, Aurea; Veiga, Helena | workingPaper |
| Jan-2009 | Wavelet-based detection of outliers in volatility models | Grané, Aurea; Veiga, Helena | workingPaper |
Showing results 8 to 21 of 21
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