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?
  • ¿Qué investiga un/a investigador/a, grupo o departamento específico?

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.
RDF/XML JSON-LD N3/Turtle RDF/JSON
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

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 Ver en origen

  • EISSN 1872-6860
  • ISSN 0377-2217

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 Ver en origen

  • EISSN 1563-5163
  • ISSN 0094-9655
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

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

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
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

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

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

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

  • 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

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

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

Accurate Minimum Capital Risk Requirements: A Comparison of Several Approaches

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

2nd Annual Meeting of the Portuguese Economic Journal (p. 2482-2492) - 1/2008

https://doi.org/10.1016/j.jbankfin.2008.05.003 Ver en origen

  • EISSN 1872-6372
  • ISSN 0378-4266

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

Forecasting Volatility: Continuous Time vs Discrete Time

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

4th International Conference of the ERCIM Working Group on Computing & Statistics (ERCIM'11) - 2011

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

Forecasting Volatility: A Continuous Time Model Versus Discrete Time Models

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

2011 Joint Statistical Meeting (JSM) - 2011

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

Open Access

Asymmetric Long-run Effects in the Oil Industry

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

Conference on Energy Finance (EF 2012) - 2012

Editor: Universidad Carlos III de Madrid. Departamento de Estadística

Estimating Effiency

  • Lopes Moreira Da Veiga, Maria Helena

Francesc Marmol Lecture (Inaugural Lectures from the Inauguration Academic Year 2012-2013) - 2012

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

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

Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulatior

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

Documentos de trabajo ( FEDEA ) (p. 1-35) - 2008

Editor: UNIVERSIDAD CARLOS III DE MADRID

  • ISSN/ISBN 1696-7496

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

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

Wavelet-based Detection of Outliers in Volatility Models

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

2009

Editor: UNIVERSIDAD CARLOS III DE MADRID

Asymmetric Effects of Oil Price Fluctuations in International Stock Markets

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

2010

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

Correlations between oil and stock markets: a wavelet-based approach

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

Commodity Markets Workshop (p. 212-227) - 11/2013

Editor: UNIVERSIDAD CARLOS III DE MADRID

  • EISSN 1873-6122
  • ISSN 0264-9993

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

Score driven asymmetric stochastic volatility models

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

2014

Editor: UNIVERSIDAD CARLOS III DE MADRID

Open Access

An analysis of the dynamics of efficiency of mutual funds

  • Galan Camacho, Jorge Eduardo
  • Ramos, Sofia B.
  • Lopes Moreira Da Veiga, Maria Helena

2015

Este/a investigador/a no tiene informes técnicos.

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

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

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

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

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

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

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)

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: 8/04/24 15:56