5
H index
3
i10 index
190
Citations
Bernardo da Veiga : Citation Profile
| RESEARCH PRODUCTION: 7 Articles 9 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2005 - 2014). 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:
| Cites to:
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Main data
Where Bernardo da Veiga has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Forecasting | 2 |
| Mathematics and Computers in Simulation (MATCOM) | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo | 2 |
| CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo | 2 |
Recent works citing Bernardo da Veiga (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk. (2024). Cook, Samantha ; Rigana, Katerina ; Wit, Ernst C. In: Papers. RePEc:arx:papers:2402.06032. Full description at Econpapers || Download paper |
| 2024 | Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?. (2024). Van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Working Papers Series. RePEc:bcb:wpaper:590. Full description at Econpapers || Download paper |
| 2024 | Pre-publication revisions of bank financial statements: A novel way to monitor banks?. (2024). Van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000020. Full description at Econpapers || Download paper |
| 2024 | High-frequency enhanced VaR: A robust univariate realized volatility model for diverse portfolios and market conditions. (2024). Kuang, Wei. In: PLOS ONE. RePEc:plo:pone00:0303962. Full description at Econpapers || Download paper |
| 2024 | Forecasting tail risk of skewed financial returns having exponential‐polynomial tails. (2024). Adam, Anokye M ; Gyamfi, Emmanuel N ; Antwi, Albert. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2731-2748. Full description at Econpapers || Download paper |
Works by Bernardo da Veiga:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2005 | Risk Management of Daily Tourist Tax Revenues for the Maldives In: Natural Resources Management Working Papers. [Full Text][Citation analysis] | paper | 8 |
| 2005 | Risk Management of Daily Tourist Tax Revenues for the Maldives.(2005) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2012 | It pays to violate: how effective are the Basel accord penalties in encouraging risk management? In: Accounting and Finance. [Full Text][Citation analysis] | article | 5 |
| 2010 | Value-at-Risk for Country Risk Ratings In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 7 |
| 2009 | Value-at-Risk for Country Risk Ratings.(2009) In: CARF F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2011 | Value-at-Risk for country risk ratings.(2011) In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2009 | Value-at-Risk for Country Risk Ratings.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
| 2009 | It Pays to Violate: How Effective are the Basel Accord Penalties? In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | It Pays to Violate: How Effective are the Basel Accord Penalties?.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | It Pays to Violate: How Effective are the Basel Accord Penalties?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | Modelling 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] | article | 10 |
| 2008 | Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
| 2014 | The effect of heteroskedasticity on factors affecting stock repurchases In: Global Business and Economics Review. [Full Text][Citation analysis] | article | 0 |
| 2008 | Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model In: Journal of Forecasting. [Full Text][Citation analysis] | article | 75 |
| 2008 | Single-index and portfolio models for forecasting value-at-risk thresholds In: Journal of Forecasting. [Full Text][Citation analysis] | article | 80 |
| 2005 | Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives In: DEA Working Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team