Bernardo da Veiga : Citation Profile


Are you Bernardo da Veiga?

Curtin University

5

H index

3

i10 index

199

Citations

RESEARCH PRODUCTION:

7

Articles

8

Papers

RESEARCH ACTIVITY:

   9 years (2005 - 2014). See details.
   Cites by year: 22
   Journals where Bernardo da Veiga has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 7 (3.4 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pda364
   Updated: 2021-11-28    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)

Pérez-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 (36)

Engle, Robert (10)

Ling, Shiqing (9)

Bollerslev, Tim (8)

Chan, Felix (6)

Oxley, Les (5)

Jimenez-Martin, Juan (5)

Pérez-Amaral, Teodosio (4)

Tsui, Albert (3)

Asai, Manabu (3)

pagan, adrian (3)

Main data


Where Bernardo da Veiga has published?


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

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

Recent works citing Bernardo da Veiga (2021 and 2020)


YearTitle of citing document
2020Forecasting risk in the US Dollar exchange rate under volatility shifts. (2020). Malik, Farooq ; Anjum, Hassan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301546.

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2020A comparison of non-Gaussian VaR estimation and portfolio construction techniques. (2020). Lizieri, Colin ; Satchell, Stephen ; Allen, David. In: Journal of Empirical Finance. RePEc:eee:empfin:v:58:y:2020:i:c:p:356-368.

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2021Tail Dependence between Crude Oil Volatility Index and WTI Oil Price Movements during the COVID-19 Pandemic. (2021). Just, Magorzata ; Echaust, Krzysztof. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:14:p:4147-:d:591470.

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2020Realized Volatility Forecasting Based on Dynamic Quantile Model Averaging. (2020). Mi, Xianhua ; Ma, Chaoqun ; Cai, Zongwu. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202016.

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2020Comparing Predictive Accuracy in the Presence of a Loss Function Shape Parameter. (2020). Patton, Andrew J ; Barendse, Sander. In: Economics Series Working Papers. RePEc:oxf:wpaper:909.

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2020Modelling tail dependencies between Russian and foreign stock markets: Application for market risk valuation. (2020). Lapshin, Victor ; Makushkin, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0386.

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2021Cryptocurrencies value?at?risk and expected shortfall: Do regime?switching volatility models improve forecasting?. (2021). MacIel, Leandro. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:3:p:4840-4855.

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2020Impact of Expected Shortfall Approach on Capital Requirement Under Basel. (2020). Siu, Yam Wing. In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). RePEc:wsi:rpbfmp:v:22:y:2020:i:04:n:s0219091519500255.

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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.
[Full Text][Citation analysis]
article3
2010Value-at-Risk for Country Risk Ratings In: Working Papers in Economics.
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paper5
2009Value-at-Risk for Country Risk Ratings.(2009) In: CARF F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
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: 5
article
2009Value-at-Risk for Country Risk Ratings.(2009) In: CIRJE F-Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2009It Pays to Violate: How Effective are the Basel Accord Penalties? In: CARF F-Series.
[Full Text][Citation analysis]
paper1
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: 1
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: 1
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article84
2008Single-index and portfolio models for forecasting value-at-risk thresholds In: Journal of Forecasting.
[Full Text][Citation analysis]
article87
2005Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives In: DEA Working Papers.
[Full Text][Citation analysis]
paper0

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