5
H index
3
i10 index
189
Citations
| 5 H index 3 i10 index 189 Citations RESEARCH PRODUCTION: 7 Articles 9 Papers RESEARCH ACTIVITY: 9 years (2005 - 2014). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pda364 |
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: |
Journals with more than one article published | # docs |
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Mathematics and Computers in Simulation (MATCOM) | 2 |
Journal of Forecasting | 2 |
Working Papers Series with more than one paper published | # docs |
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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 |
Year | Title of citing document |
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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 |
2023 | Forecasting expected shortfall: Should we use a multivariate model for stock market factors?. (2023). Dionne, Georges ; Simonato, Jean-Guy ; Fortin, Alain-Philippe. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:1:p:314-331. 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 |
2023 | Exploring Global Competitiveness Index 4.0 through the lens of country risk. (2023). Qazi, Abroon. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:196:y:2023:i:c:s0040162523005413. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 79 |
2005 | Managing Value-at-Risk in Daily Tourist Tax Revenues for the Maldives In: DEA Working Papers. [Full Text][Citation analysis] | paper | 0 |
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