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.
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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

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
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

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
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

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
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

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

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

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

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
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

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

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

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

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

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.

Última actualización de los datos: 8/04/24 15:56