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

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

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

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

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

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 Ver en origen

  • EISSN 1617-9838
  • ISSN 1617-982X
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 Ver en origen

  • ISSN 0895-562X

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

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
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

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

The interrelationship between financial and energy markets

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

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

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
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

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

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

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

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

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

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

Estimating Effiency

  • Lopes Moreira Da Veiga, Maria Helena

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

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

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

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

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
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

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

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
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

  • ISBN 978-9963-2227-5-9
  • ISSN 0747-4938

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

Open Access

Efficiency evaluation of Spanish hotel chains

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

2016

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

Este/a investigador/a no tiene informes técnicos.

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

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

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

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

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)

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

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

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