The data shown for the Universidad Carlos III de Madrid are partial, as they are intended to answer 2 questions:

  • Who is researching a specific topic?
  • What is an expert, group or particular department researching?

The search results will adhere to the following limits: active Researchers at Carlos III University of Madrid, Projects since 2006 and Publications, Theses, Patents and Software since 2008.

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Author profile at the institutional portal

Lopes Moreira Da Veiga, Maria Helena mhveiga@est-econ.uc3m.es

Estadística / Universidad Carlos III de Madrid

Publications

Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models

  • Lopes Moreira Da Veiga, Maria Helena

Economics Bulletin (p. 265-276) - 1/2009

  • EISSN 1503-8831
  • ISSN 0029-1676
Open Access

Exploring Option Pricing and Hedging via Volatility Asymmetry

  • Casas Villalba, Maria Isabel
  • Lopes Moreira Da Veiga, Maria Helena

Computational Economics (p. 1015-1039) - 4/2021

https://doi.org/10.1007/s10614-020-10005-5 View at source

  • EISSN 1572-9974
  • ISSN 0927-7099
Open Access

Efficiency evaluation of hotel chains: a Spanish case study

  • Deng, Yaguo
  • Lopes Moreira Da Veiga, Maria Helena
  • Wiper, Michael Peter

Series-Journal of the Spanish Economic Association (p. 115-139) - 3/2019

https://doi.org/10.1007/s13209-019-0188-6 View at source

  • EISSN 1869-4195
  • ISSN 1869-4187
Open Access

Dynamic effects in inefficiency: evidence from the Colombian banking sector

  • Galan Camacho, Jorge Eduardo
  • Lopes Moreira Da Veiga, Maria Helena
  • Wiper, Michael Peter

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH (p. 562-571) - 1/2015

https://doi.org/10.1016/j.ejor.2014.07.005 View at source

  • EISSN 1872-6860
  • ISSN 0377-2217

Do investors price industry risk? Evidence from the cross-section of the oil industry

  • Lopes Moreira Da Veiga, Maria Helena
  • Ramos, Sofia
  • Taamouti, A.
  • Wang, C.w.

Journal of Energy Markets (p. 79-108) - 3/2017

  • EISSN 1756-3615
  • ISSN 1756-3607
Open Access

Bayesian estimation of inefficiency heterogeneity in stochastic frontier models

  • Lopes Moreira Da Veiga, Maria Helena
  • Wiper, Michael Peter
  • Galan Camacho, Jorge Eduardo

JOURNAL OF PRODUCTIVITY ANALYSIS (p. 85-101) - 8/2014

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

https://doi.org/10.1007/s11123-013-0377-4 View at source

  • ISSN 0895-562X

Asymmetry, realised volatility and stock return risk estimates

  • Grane Chavez, Aurea
  • Lopes Moreira Da Veiga, Maria Helena

Portuguese Economic Journal (p. 147-164) - 8/2012

https://doi.org/10.1007/s10258-012-0081-8 View at source

  • EISSN 1617-9838
  • ISSN 1617-982X
Open Access

Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation

  • Mao, Xiuping
  • Czellar, Veronika
  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena

Econometrics and Statistics (p. 84-105) - 1/2020

https://doi.org/10.1016/j.ecosta.2019.08.002 View at source

  • ISSN 2452-3062

A robust closed-form estimator for the GARCH(1,1) model

  • Bahamonde, Natalia
  • Lopes Moreira Da Veiga, Maria Helena

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (p. 1605-1619) - 5/2016

https://doi.org/10.1080/00949655.2015.1077387 View at source

  • EISSN 1563-5163
  • ISSN 0094-9655

A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities

  • Mazzeu, João Henrique G.
  • Gonzalez Rivera, Maria Gloria
  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena

Econometric Reviews (p. 971-990) - 5/2020

https://doi.org/10.1080/07474938.2020.1761150 View at source

  • ISSN 0747-4938

The interrelationship between financial and energy markets

  • Lopes Moreira Da Veiga, Maria Helena
  • Ramos, Sofia

2014

Editor: SPRINGER

  • ISBN 978-3-642-55381-3

Risk factors in the oil industry: an upstream and downstream analysis. In: The interrelationship between financial and energy markets

  • Ramos, Sofia
  • Lopes Moreira Da Veiga, Maria Helena
  • Wang, Chih-wei

The interrelationship between financial and energy markets (p. 3-32) - 1/2014

Editor: SPRINGER

  • ISBN 978-3-642-55381-3

Outliers and the estimation of minimum capital risk requirements. In: Investigaciones en Seguros y gestión de riesgos

  • Grane Chavez, Aurea
  • Lopes Moreira Da Veiga, Maria Helena

Investigaciones en Seguros y gestión de riesgos (p. 541-546) - 1/2009

Editor: Fundacion MAPFRE

  • ISBN 978-84-9844-158-1

Additive level outliers in multivariate GARCH models. In: Topics from the 7th Workshop on Statistical Simulation

  • Grane Chavez, Aurea
  • Lopes Moreira Da Veiga, Maria Helena
  • Martin Barragan, Belen

Topics from the 7th Workshop on Statistical Simulation (p. 247-255) - 1/2014

Editor: SPRINGER

  • ISBN 978-1-4939-2103-4

Wavelet-based Correlations: International Evidence between Stock Market and Oil Returns

  • Lopes Moreira Da Veiga, Maria Helena
  • Martin Barragan, Belen
  • Ramos, Sofia

6th CSDA International Conference on Computational and Financial Econometrics (CFE 2012) - 5th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM 2012) - 2012

The Puzzle of Asymmetric Effects of Oil: New Results from International Stock Markets

  • Lopes Moreira Da Veiga, Maria Helena
  • Ramos, Sofia

8th International Conference on the European Energy Market (EEM11) (p. 339-345) - 2011

Editor: IEEE Press

  • ISBN 978-1-61284-285-1

Quantile consumption-capital asset pricing model

  • Ramos, Sofia B.
  • Taamouti, Abderrahim
  • Lopes Moreira Da Veiga, Maria Helena
  • Wang, Chih-wei

11th International Conference of the ERCIM WG on Computational and Methodological Statistics. 12 th International Conference on Computational and Financial Econometrics - 2018

Editor: UNIVERSIDAD CARLOS III DE MADRID

  • ISBN 978-9963-2227-5-9

Particle learning for bayesian non-parametric Markov switching stochastic volatility models with financial applications

  • Virbickaite, Audrone
  • Lopes Moreira Da Veiga, Maria Helena
  • Galeano San Miguel, Pedro
  • Ausin Olivera, Maria Concepcion

7th International Conference on Computational and Financial Econometrics (CFE 2013) - 2013

Open Access

Outliers in multivariate GARCH models

  • Grane Chavez, Aurea
  • Martin Barragan, Belen
  • Lopes Moreira Da Veiga, Maria Helena

7th International Workshop on Simulation - 2013

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

  • ISBN 1973-9346

Outliers in GARCH models and the estimation of risk measures

  • Lopes Moreira Da Veiga, Maria Helena
  • Grane Chavez, Aurea

Joint Statistical Meetings 2010 (p. 1219-1233) - 2010

Editor: American Statistical Association

  • ISBN 9780979174797

One for all: nesting asymmetric stochastic volatility models

  • Lopes Moreira Da Veiga, Maria Helena
  • Ruiz Ortega, Esther
  • Mao, Xiuping

Conference on Indirect Estimation Methods in Finance and Economics - 2014

Editor: UNIVERSIDAD CARLOS III DE MADRID

Nesting asymmetric stochastic volatility models

  • Lopes Moreira Da Veiga, Maria Helena
  • Ruiz Ortega, Esther
  • Mao, Xiuping

First Meeting on Time Series Modelling and Computation - 2013

Modelling volatility and correlations

  • Lopes Moreira Da Veiga, Maria Helena

7th International Conference on Computational and Financial Econometrics (CFE 2013) - 2013

Heterogeneity in Bayesian Stochastic Frontier Models

  • Galan Camacho, Jorge Eduardo
  • Wiper, Michael Peter
  • Lopes Moreira Da Veiga, Maria Helena

XXXIII Congreso Nacional de Estadística e Investigación Operativa y de las VII Jornadas de Estadística Pública - 2012

Wavelet-based Detection of Outliers in Volatility Models

  • Grane Chavez, Aurea
  • Lopes Moreira Da Veiga, Maria Helena

2009

Editor: UNIVERSIDAD CARLOS III DE MADRID

Valuation in the energy sector: Fundamentals or bubbles?

  • Ramos, Sofia
  • Lopes Moreira Da Veiga, Maria Helena
  • Huang, I-chuan

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

The Effect of Short-Selling on the Aggregation of Information in a Experimental Asset Market

  • Lopes Moreira Da Veiga, Maria Helena
  • Vorsatz, Marc

Documentos de trabajo ( FEDEA ) (p. 1-25) - 2008

Editor: UNIVERSIDAD CARLOS III DE MADRID

  • ISSN/ISBN 1696-7496
Open Access

Score driven asymmetric stochastic volatility models

  • Mao, Xiuping
  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena

2014

Editor: UNIVERSIDAD CARLOS III DE MADRID

Risk Factors in Oil and Gas Industry Returns: International Evidence

  • Ramos, Sofia B.
  • Lopes Moreira Da Veiga, Maria Helena

Energy Economics (p. 525-542) - 5/2009

Editor: UNIVERSIDAD CARLOS III DE MADRID

  • EISSN 1873-6181
  • ISSN 0140-9883

Predictability of stock market activity using Google search queries

  • Lopes Moreira Da Veiga, Maria Helena
  • Ramos, Sofia
  • Latoeiro, Pedro

2013

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Measuring efficiency of Peruvian universities: a stochastic frontier analysis

  • Orosco Gavilán, Juan Carlos
  • Lopes Moreira Da Veiga, Maria Helena
  • Wiper, Michael Peter

2023

Editor: UNIVERSIDAD CARLOS III DE MADRID

Integrated nested Laplace approximations for threshold stochastic volatility models

  • Zea Bermúdez, P. De
  • Marin Diazaraque, Juan Miguel
  • Rue, Havard
  • Lopes Moreira Da Veiga, Maria Helena

2021

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Forecasting volatility: does continuous time do better than discrete time?

  • Breto Martinez, Carles
  • Lopes Moreira Da Veiga, Maria Helena

2011

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Open Access

Efficiency evaluation of Spanish hotel chains

  • Deng, Yaguo
  • Lopes Moreira Da Veiga, Maria Helena
  • Wiper, Michael Peter

2016

This researcher has no technical reports.

PID2019-108079GB-C21 - Predicción de series temporales no estacionarias de grandes dimensiones

  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena
  • Alves Portela Santos, Andre

Period: 01-06-2020 - 31-05-2023

Type of funding: National

Funding entity: AGENCIA ESTATAL DE INVESTIGACION (AEI)

UC3M-ECO-05-013 - Métodología macroeconométrica sobre el tratamiento de problemás de nivel y heterocedasticidad con aplicación a Latino América

  • Espasa Terrades, Antoni
  • Ruiz Ortega, Esther
  • Senra Diaz, Eva
  • Mayo Burgos, Ivan
  • Nuñez, Olivier
  • Kaiser Remiro, Regina
  • Pellegrini, Santiago
  • Heinen, Andreas Josef
  • Lopes Moreira Da Veiga, Maria Helena
  • Fried, Roland Hermann
  • Minguez Salido, Roman
  • Perez Espartero, Ana
  • Cancelo De La Torre, Jose Ramon
... View more Collapse

Period: 01-01-2006 - 31-03-2007

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

ECO2009-08100 - La incertidumbre en la predicción macroeconómica y financiera: bootstrap y modelos multivariantes

  • Ruiz Ortega, Esther
  • Espasa Terrades, Antoni
  • Kaiser Remiro, Regina
  • Pellegrini, Santiago
  • Heinen, Andreas Josef
  • Lopes Moreira Da Veiga, Maria Helena
  • Tena Horrillo, Juan De Dios
  • Nieto Delfin, Maria Rosa
  • Rodriguez, Alejandro Federico
  • Perez Espartero, Ana
  • Morales Arsenal, Roberto
  • Breto Martinez, Carles
  • Alves Portela Santos, Andre
  • Galan Camacho, Jorge Eduardo
  • Mao, Xiuping
... View more Collapse

Period: 01-01-2010 - 30-06-2013

Type of funding: National

Funding entity: MINISTERIO DE CIENCIA E INNOVACION

ECO2015-70331-C2-2-R - Indicadores económicos: predicción con incertidumbre e inestabilidad

  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena
  • Rodriguez Caballero, Carlos Vladimir

Period: 01-01-2016 - 31-07-2020

Type of funding: National

Funding entity: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

CCG06-UC3M/HUM-0840  - Incertidumbre en la predicción: aplicaciónes a series macroecnómicas y financieras de la Comunidad de Madrid

  • Espasa Terrades, Antoni
  • Ruiz Ortega, Esther
  • Mayo Burgos, Ivan
  • Kaiser Remiro, Regina
  • Pellegrini, Santiago
  • Heinen, Andreas Josef
  • Lopes Moreira Da Veiga, Maria Helena
  • Tena Horrillo, Juan De Dios
  • Nieto Delfin, Maria Rosa
  • Fried, Roland Hermann
  • Rodriguez, Alejandro Federico
  • Minguez Salido, Roman
  • Perez Espartero, Ana
  • Cancelo De La Torre, Jose Ramon
  • Morales Arsenal, Roberto
... View more Collapse

Period: 01-01-2007 - 31-12-2007

Type of funding: Regional

Funding entity: COMUNIDAD DE MADRID-UC3M

SEJ2006-03919 - Incertidumbre en la construcción de modelos econométricos y de metodologías de predicción para series macroeconómicas y financieras

  • Ruiz Ortega, Esther
  • Espasa Terrades, Antoni
  • Kaiser Remiro, Regina
  • Pellegrini, Santiago
  • Heinen, Andreas Josef
  • Lopes Moreira Da Veiga, Maria Helena
  • Arrazola Vacas, Maria Jesus
  • Nieto Delfin, Maria Rosa
  • Rodriguez, Alejandro Federico
  • Giuliodori, Maria Andrea
  • Perez Espartero, Ana
  • Breto Martinez, Carles
... View more Collapse

Period: 01-10-2006 - 31-12-2009

Funding entity: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION

Finantial markets contagion: An experimental analysis

  • Lopes Moreira Da Veiga, Maria Helena

Period: 02-12-2019 - 30-09-2020

Type of funding: National

Funding entity: FUNDACION BANCARIA LA CAIXA

Topics in density forecast in stationary parametric unvariate time series models

  • Gonçalves Mazzeu, Joao Henrique
  • Ruiz Ortega, Esther
  • Lopes Moreira Da Veiga, Maria Helena

Reading date: 20-12-2016

Reading institution: CAMPUS DE GETAFE

Bayesian analysis of heterogeneity in stochastic frontier models

  • Galan Camacho, Jorge Eduardo
  • Wiper, Michael Peter
  • Lopes Moreira Da Veiga, Maria Helena

Reading date: 03-10-2014

Asymmetric stochastic volatility models

  • Lopes Moreira Da Veiga, Maria Helena
  • Mao, Xiuping
  • Ruiz Ortega, Esther

Reading date: 13-03-2015

Reading institution: CAMPUS DE GETAFE

This researcher has no patents or software licenses.

Last data update: 4/8/24 3:56 PM