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Archivo Abierto Institucional de la Universidad Carlos III de Madrid >
Browsing by Author Veiga, Helena
Showing results 16 to 21 of 21
| Issue Date | Title | Author(s) | Type | | 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 16 to 21 of 21
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