Bernardo da Veiga : Citation Profile


Are you Bernardo da Veiga?

Curtin University

4

H index

3

i10 index

190

Citations

RESEARCH PRODUCTION:

7

Articles

8

Papers

RESEARCH ACTIVITY:

   9 years (2005 - 2014). See details.
   Cites by year: 21
   Journals where Bernardo da Veiga has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 7 (3.55 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda364
   Updated: 2020-05-23    RAS profile: 2019-03-15    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Bernardo da Veiga.

Is cited by:

McAleer, Michael (122)

Jimenez-Martin, Juan (80)

perez-amaral, teodosio (70)

Chang, Chia-Lin (32)

Hammoudeh, Shawkat (12)

Chen, Cathy W. S. (7)

Casarin, Roberto (7)

Tansuchat, Roengchai (7)

Divino, Jose Angelo (6)

Catania, Leopoldo (6)

Degiannakis, Stavros (4)

Cites to:

McAleer, Michael (40)

Ling, Shiqing (12)

Engle, Robert (10)

Bollerslev, Tim (8)

Chan, Felix (8)

Oxley, Les (5)

Jimenez-Martin, Juan (4)

Hoti, Suhejla (4)

perez-amaral, teodosio (4)

Asai, Manabu (4)

pagan, adrian (3)

Main data


Where Bernardo da Veiga has published?


Journals with more than one article published# docs
Journal of Forecasting2
Mathematics and Computers in Simulation (MATCOM)2

Working Papers Series with more than one paper published# docs
CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo2
CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo2

Recent works citing Bernardo da Veiga (2018 and 2017)


YearTitle of citing document
2019Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar. In: Papers. RePEc:arx:papers:1912.10328.

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2018Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models. (2018). Caporale, Guglielmo Maria ; Zekokh, Timur. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7167.

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2019Trader differences in Shanghai’s A-share and B-share markets: Effects on interaction with the Shanghai housing market. (2019). Tsai, I-Chun ; I-Chun Tsai, ; Lin, Wen-Yuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:64:y:2019:i:c:4.

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2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747.

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2018Estimating downside risk in stock returns under structural breaks. (2018). Hood, Matthew ; Malik, Farooq . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:102-112.

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2019Modelling volatility of cryptocurrencies using Markov-Switching GARCH models. (2019). Caporale, Guglielmo Maria ; Zekokh, Timur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:143-155.

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2019Forecasting Expected Shortfall: Should we use a Multivariate Model for Stock Market Factors?. (2018). Dionne, Georges ; Simonato, Jean-Guy ; Fortin, Alain-Philippe. In: Working Papers. RePEc:ris:crcrmw:2018_004.

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2017Forecasting Value-at-Risk under Temporal and Portfolio Aggregation. (2017). van Dijk, Dick ; Kole, Erik ; Opschoor, Anne ; Markwat, Thijs . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150140.

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2017Financial crises and the dynamic linkages between stock and bond returns. (2017). Ali, Faek Menla ; Eraslan, Sercan. In: Discussion Papers. RePEc:zbw:bubdps:172017.

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Works by Bernardo da Veiga:


YearTitleTypeCited
2012It pays to violate: how effective are the Basel accord penalties in encouraging risk management? In: Accounting and Finance.
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article2
2010Value-at-Risk for Country Risk Ratings In: Working Papers in Economics.
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paper4
2009Value-at-Risk for Country Risk Ratings.(2009) In: CARF F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2011Value-at-Risk for country risk ratings.(2011) In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2009Value-at-Risk for Country Risk Ratings.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2009It Pays to Violate: How Effective are the Basel Accord Penalties? In: CARF F-Series.
[Full Text][Citation analysis]
paper2
2009It Pays to Violate: How Effective are the Basel Accord Penalties?.(2009) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2009It Pays to Violate: How Effective are the Basel Accord Penalties?.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2008Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article10
2008Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares In: Pacific-Basin Finance Journal.
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article3
2005Risk Management of Daily Tourist Tax Revenues for the Maldives In: Working Papers.
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paper6
2014The effect of heteroskedasticity on factors affecting stock repurchases In: Global Business and Economics Review.
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article0
2008Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model In: Journal of Forecasting.
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article82
2008Single-index and portfolio models for forecasting value-at-risk thresholds In: Journal of Forecasting.
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article81
2005Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives In: DEA Working Papers.
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paper0

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