Los datos mostrados de la Universidad Carlos III de Madrid son parciales, pues con ellos se pretende responder a 2 preguntas:

  • ¿Quién investiga un tema concreto?
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Por esta razón sólo recoge investigadores/as en activo.

Además, sólo se recogen los resultados de investigación siguiendo estos límites:

  • Proyectos de investigación desde 2006.
  • Publicaciones, Tesis doctorales, Patentes y Software desde 2008.
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Perfil en el portal institucional

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

Estadística / Universidad Carlos III de Madrid

Actividades

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 Ver en origen

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

Limited attention, salience of information and stock market activity

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

ECONOMIC MODELLING (p. 92-108) - 5/2020

https://doi.org/10.1016/j.econmod.2019.07.010 Ver en origen

  • EISSN 1873-6122
  • ISSN 0264-9993

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 Ver en origen

  • EISSN 1532-4168
  • ISSN 0747-4938
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 Ver en origen

  • ISSN 2452-3062
Open Access

Detecting outliers in multivariate volatility models: a wavelet procedure

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

SORT-Statistics and Operations Research Transactions (p. 289-316) - 6/2019

https://doi.org/10.2436/20.8080.02.89 Ver en origen

  • EISSN 2013-8830
  • ISSN 1696-2281
Open Access

Modeling and forecasting the oil volatility index

  • Mariti, Massimo B.
  • Gonçalves Mazzeu, Joao Henrique
  • Lopes Moreira Da Veiga, Maria Helena

JOURNAL OF FORECASTING (p. 773-787) - 4/2019

Editor: UNIVERSIDAD CARLOS III DE MADRID

https://doi.org/10.1002/for.2598 Ver en origen

  • EISSN 1099-131X
  • ISSN 0277-6693
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 Ver en origen

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

Uncertainty and density forecasts of ARMA models: comparison of asymptotic, bayesian and bootstrap procedures

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

JOURNAL OF ECONOMIC SURVEYS (p. 388-419) - 4/2018

https://doi.org/10.1111/joes.12197 Ver en origen

  • EISSN 1467-6419
  • ISSN 0950-0804

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

Threshold stochastic volatility: Properties and forecasting

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

INTERNATIONAL JOURNAL OF FORECASTING (p. 1105-1123) - 11/2017

https://doi.org/10.1016/j.ijforecast.2017.07.001 Ver en origen

  • EISSN 1872-8200
  • ISSN 0169-2070

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

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

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

Forecastingvalue-at-risk and expected shortfall: A Bayesian approach

  • Marin Diazaraque, Juan Miguel
  • Lopes Moreira Da Veiga, Maria Helena

14th International Conference on Computational and Financial Econometrics (Virtual CFE 2020) y 13th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics), Working Group on Computational and Methodological Statistics (Virtual CMStatistics 2020)<br/> - 2020

Editor: ECOSTA ECONOMETRICS AND STATISTICS

  • ISBN 978-9963-2227-9-7

Advances in financial econometrics

  • Lopes Moreira Da Veiga, Maria Helena

14th International Conference on Computational and Financial Econometrics (Virtual CFE 2020) y 13th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (Virtual CMStatistics 2020)<br/> - 2020

Editor: ECOSTA ECONOMETRICS AND STATISTICS

Estimating threshold stochastic volatility models using integrated nested Laplace approximations

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

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

Editor: ECOSTA ECONOMETRICS AND STATISTICS

  • ISBN 978-9963-2227-5-9

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
Open Access

A bootstrap approach for generalized autocontour testing

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

The 36th International Symposium on Forecasting (p. 99) - 2016

  • ISBN 1997-4116

Asymmetric stochastic volatility models: properties and estimation

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

48th Scientific Meeting of the Italian Statistical Society (SIS 2016) - 2016

Energy industry's market value and oil price

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

10th International Conference on Computational and Financial Econometrics (CFE 2016) - 2016

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

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

Bayesian analysis of dynamic effects in inefficiency: Evidence from the Colombian banking sector

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

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

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity

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

2024

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

A stochastic volatility model for volatility asymmetry and propagation

  • Marin Diazaraque, Juan Miguel
  • Romero, Eva
  • Lopes Moreira Da Veiga, Maria Helena

2024

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Fitting complex stochastic volatility models using Laplace approximation

  • Marin Diazaraque, Juan Miguel
  • Romero, Eva
  • Lopes Moreira Da Veiga, Maria Helena

2024

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

Data cloning for a threshold asymmetric stochastic volatility model

  • Marin Diazaraque, Juan Miguel
  • Lopes Moreira Da Veiga, Maria Helena

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

Contagion in sequential financial markets: an experimental analysis

  • Peeters, Ronald
  • Lopes Moreira Da Veiga, Maria Helena
  • Vorstaz, Marc

2020

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

Adaptative predictability of stock market returns

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

2020

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

Data cloning estimation for asymmetric stochastic volatility models

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

11th International Conference of the ERCIM WG on Computational and Methodological Statistics. 12 th International Conference on Computational and Financial Econometrics (p. 1057-1074) - 6/2019

Editor: ECOSTA ECONOMETRICS AND STATISTICS

https://doi.org/10.1080/07474938.2020.1770997 Ver en origen

  • EISSN 1532-4168
  • ISBN 978-9963-2227-5-9
  • ISSN 0747-4938

Este/a investigador/a no tiene informes técnicos.

PID2022-139614NB-C22 - Incertidumbre en modelos de factores dinámicos: Un índice de riesgo climático. - IDFM-CRI

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

Ejecución: 01-09-2023 - 31-08-2027

Tipo: Nacional

Financiado por: AGENCIA ESTATAL DE INVESTIGACION (AEI)

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

Ejecución: 01-06-2020 - 31-05-2023

Tipo: Nacional

Financiado por: AGENCIA ESTATAL DE INVESTIGACION (AEI)

Finantial markets contagion: An experimental analysis

  • Lopes Moreira Da Veiga, Maria Helena

Ejecución: 02-12-2019 - 30-09-2020

Tipo: Nacional

Financiado por: FUNDACION BANCARIA LA CAIXA

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

Ejecución: 01-01-2016 - 31-07-2020

Tipo: Nacional

Financiado por: MINISTERIO DE ASUNTOS ECONOMICOS Y TRANSFORMACION DIGITAL

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
... Ver más Contraer

Ejecución: 01-01-2010 - 30-06-2013

Tipo: Nacional

Financiado por: MINISTERIO DE CIENCIA E INNOVACION

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
... Ver más Contraer

Ejecución: 01-01-2007 - 31-12-2007

Tipo: Regional

Financiado por: 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
... Ver más Contraer

Ejecución: 01-10-2006 - 31-12-2009

Financiado por: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION

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
... Ver más Contraer

Ejecución: 01-01-2006 - 31-03-2007

Tipo: Regional

Financiado por: COMUNIDAD DE MADRID-UC3M

Bayesian analysis of heterogeneity in stochastic frontier models

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

Fecha de defensa: 03-10-2014

Asymmetric stochastic volatility models

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

Fecha de defensa: 13-03-2015

Defensa realizada en: CAMPUS DE GETAFE

Topics in density forecast in stationary parametric unvariate time series models

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

Fecha de defensa: 20-12-2016

Defensa realizada en: CAMPUS DE GETAFE

Este/a investigador/a no tiene patentes o licencias de software.

Última actualización de los datos: 24/08/24 14:17