Bernardo da Veiga : Citation Profile


Are you Bernardo da Veiga?

Curtin University

4

H index

2

i10 index

188

Citations

RESEARCH PRODUCTION:

7

Articles

8

Papers

RESEARCH ACTIVITY:

   9 years (2005 - 2014). See details.
   Cites by year: 20
   Journals where Bernardo da Veiga has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 7 (3.59 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pda364
   Updated: 2019-10-15    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)

Tansuchat, Roengchai (7)

Chen, Cathy W. S. (7)

Casarin, Roberto (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)

Asai, Manabu (4)

Jimenez-Martin, Juan (4)

Hoti, Suhejla (4)

perez-amaral, teodosio (4)

Tsui, Albert (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 (2018 and 2017)


YearTitle of citing document
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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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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2018Forecasting 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). Eraslan, Sercan ; Ali, Faek Menla. 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]
article9
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.
[Full Text][Citation analysis]
article81
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.
[Full Text][Citation analysis]
paper0

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