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.
Lopes Moreira Da Veiga, Maria Helena mhveiga@est-econ.uc3m.es
Actividades
- Artículos 21
- Libros 1
- Capítulos de libro 3
- Congresos 22
- Documentos de trabajo 18
- Informes técnicos 0
- Proyectos de investigación 7
- Tesis dirigidas 3
- Patentes o licencias de software 0
Wavelet-Based Detection of Outliers in Financial Time Series
- Grane Chavez, Aurea
- Lopes Moreira Da Veiga, Maria Helena
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 2580-2593) - 11/2010
https://doi.org/10.1016/j.csda.2009.12.010 Ver en origen
- EISSN 1872-7352
- ISSN 0167-9473
A Note on the Properties of Power-Transformed Returns in Long-Memory Stochastic Volatility Models with Leverage Effect
- Ruiz Ortega, Esther
- Perez Espartero, Ana
- Lopes Moreira Da Veiga, Maria Helena
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 3593-3600) - 8/2009
- EISSN 1872-7352
- ISSN 0167-9473
Modelling Long-Memory Volatilities with Leverage Effect: A-LMSV Versus FIEGARCH
- Ruiz Ortega, Esther
- Lopes Moreira Da Veiga, Maria Helena
COMPUTATIONAL STATISTICS & DATA ANALYSIS (p. 2846-2862) - 2/2008
https://doi.org/10.1016/j.csda.2007.09.031 Ver en origen
- EISSN 1872-7352
- ISSN 0167-9473
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
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
Price Manipulation in an Experimental Asset Market
- Lopes Moreira Da Veiga, Maria Helena
- Vorsatz, Marc
EUROPEAN ECONOMIC REVIEW (p. 327-342) - 4/2009
10.1016/j.euroecorev.2008.05.004 Ver en origen
- EISSN 1873-572X
- ISSN 0014-2921
- ISSN/ISBN 0014-2921
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
Information Aggregation in Experimental Asset Markets in the Presence of a Manipulator
- Lopes Moreira Da Veiga, Maria Helena
- Vorsatz, Marc
EXPERIMENTAL ECONOMICS (p. 379-398) - 12/2010
https://doi.org/10.1007/s10683-010-9247-3 Ver en origen
- EISSN 1573-6938
- ISSN 1386-4157
- ISSN/ISBN 1386-4157
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
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
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
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
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
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
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
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
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
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
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
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
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
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
- ISBN 978-9963-2227-5-9
- ISSN 0747-4938
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
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
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
Score driven asymmetric stochastic volatility models
- Mao, Xiuping
- Ruiz Ortega, Esther
- Lopes Moreira Da Veiga, Maria Helena
2014
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
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
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
Ejecución: 01-01-2006 - 31-03-2007
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
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
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
Ejecución: 01-10-2006 - 31-12-2009
Financiado por: MINISTERIO DE EDUCACION Y CIENCIA DIR. GRAL. INVESTIGACION
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)
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
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.
Grupos de investigación
Perfiles de investigador/a
-
ORCID
-
Scopus Author ID