Lopes Moreira Da Veiga, Maria Helena - Portal de Investigación del Consorcio Madroño

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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

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

UC3M

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

UC3M

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

UC3M

Open Access

Outliers, GARCH-type models and risk measures: a comparison of several approaches

Grane Chavez, Aurea
Lopes Moreira Da Veiga, Maria Helena

Journal of Empirical Finance (p. 26-40) - 3/2014

https://doi.org/10.1016/j.jempfin.2014.01.005 View at source

EISSN 1879-1727
ISSN 0927-5398

UC3M

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

UC3M

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

UC3M
UC3M

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 View at source

EISSN 1099-131X
ISSN 0277-6693

UC3M
UC3M

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 View at source

EISSN 1467-6419
ISSN 0950-0804

UC3M

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 View at source

EISSN 1872-8200
ISSN 0169-2070

UC3M

Oil price asymmetric effects: answering the puzzle in international stock markets

Ramos, S.b.
Lopes Moreira Da Veiga, Maria Helena

Energy Economics (p. 136-145) - 7/2013

https://doi.org/10.1016/j.eneco.2013.03.011 View at source

EISSN 1873-6181
ISSN 0140-9883

UC3M

The interrelationship between financial and energy markets

Lopes Moreira Da Veiga, Maria Helena
Ramos, Sofia

2014

Editor: SPRINGER

ISBN 978-3-642-55381-3

UC3M

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

UC3M

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

UC3M

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

UC3M

Modelling volatility and correlations

Lopes Moreira Da Veiga, Maria Helena

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

UC3M

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

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

UC3M

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

UC3M

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

UC3M

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 View at source

EISSN 1872-6372
ISSN 0378-4266

UC3M
UC3M

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

UC3M

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

UC3M

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

UC3M

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