Helena Veiga : Citation Profile

Universidad Carlos III de Madrid

10

H index

11

i10 index

441

Citations

RESEARCH PRODUCTION:

28

Articles

44

Papers

RESEARCH ACTIVITY:

   22 years (2003 - 2025). See details.
   Cites by year: 20
   Journals where Helena Veiga has often published
   Relations with other researchers
   Recent citing documents: 47.    Total self citations: 30 (6.37 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pve141
   Updated: 2026-01-17    RAS profile: 2025-09-08    
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Relations with other researchers

Works with:

Vorsatz, Marc (2)

Ramos, Sofia (2)

Ruiz, Esther (2)

Peeters, Ronald (2)

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

Is cited by:

Galan, Jorge (20)

Corgnet, Brice (18)

Porter, David (18)

Sarmiento, Miguel (14)

Deck, Cary (11)

Chang, Chia-Lin (9)

Tiwari, Aviral (8)

Salisu, Afees (7)

Tansuchat, Roengchai (7)

Yoon, Seong-Min (5)

Ruiz, Esther (5)

Cites to:

Bollerslev, Tim (70)

Ruiz, Esther (47)

Yu, Jun (40)

Shephard, Neil (39)

Andersen, Torben (34)

Asai, Manabu (33)

Diebold, Francis (33)

Harvey, Andrew (25)

Steel, Mark (25)

Tauchen, George (23)

Laurent, Sébastien (21)

Main data

Where Helena Veiga has published?

Journals with more than one article published# docs
Computational Statistics & Data Analysis3
Economic Modelling2
Energy Economics2
Econometrics and Statistics2
Econometric Reviews2
Portuguese Economic Journal2

Working Papers Series with more than one paper published# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística33

Recent works citing Helena Veiga (2025 and 2024)

YearTitle of citing document
2025Statistical Properties of Two Asymmetric Stochastic Volatility in Power Mean Models. (2025). Demos, Antonis. In: DEOS Working Papers. RePEc:aue:wpaper:2546.

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2024Centralized vs Decentralized Markets: The Role of Connectivity. (2024). Iori, Giulia ; Alfarano, Simone ; Rahi, Rohit ; Camacho, Eva ; Kapar, Burcu ; Banal-Estaol, Albert. In: Working Papers. RePEc:bge:wpaper:1420.

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2024Exploring the impact of oil security attention on oil volatility: A new perspective. (2024). Li, Shan ; Wang, LU ; Liang, Chao. In: International Finance. RePEc:bla:intfin:v:27:y:2024:i:1:p:61-80.

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2024A Factor‐Augmented New Keynesian Phillips Curve for the European Union Countries. (2024). Westerlund, Joakim ; Norkute, Milda. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:794-810.

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2024A Bayesian semi-parametric approach to stochastic frontier models with inefficiency heterogeneity. (2024). Deng, Yaguo. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:43837.

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2024A stochastic volatility model for volatility asymmetry and propagation. (2024). Lopes, Maria Helena ; Marin, Juan Miguel ; Romero, Eva. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:43887.

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2024Fitting complex stochastic volatility models using Laplace approximation. (2024). Lopes, Maria Helena ; Marin, Juan Miguel ; Romero, Eva. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:43947.

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2025Switching the leverage switch. (2025). Marn, Juan Miguel ; Romero, Eva ; Lopes, Mara Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:47005.

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2025Beyond GARCH: Bayesian Neural Stochastic Volatility. (2025). Marn, Juan Miguel ; Guo, Hongfei ; Veiga, Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:47944.

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2024Diaspora of Energy: A Case of Oil Production and Consumption. (2024). Rehman, Jamshaid ; Umar, Sajjad ; Ahmad, Nisar ; Azeem, Muhammad ; Khurshid, Muzammil. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-18.

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2024Asymmetric Effect of Oil Prices on Kazakhstan€™s Stock Market Index and Exchange Rate. (2024). Azretbergenova, Gulmira ; Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-2.

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2025The effect of stock market manipulation on investor behavioral bias. (2025). Chen, Zhenshan ; Zhang, Jingru ; Liu, Jie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000711.

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2024Oil price volatility and changes in corporate debt: An empirical study in the Indian landscape. (2024). Tiwari, Aviral ; Hammoudeh, Shawkat ; Tripathi, Nitya Nand ; Raj, Asha Binu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001128.

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2025Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592.

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2025Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons. (2025). Gubareva, Mariya ; Teplova, Tamara ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000993.

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2025Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model. (2025). de Khoo, Zhi ; Ng, Kok Haur ; Koh, You Beng. In: Journal of Empirical Finance. RePEc:eee:empfin:v:82:y:2025:i:c:s0927539825000398.

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2025Assessing the influence of unplanned oil supply outages on airline stock connectedness. (2025). Zhang, Yahua ; Xu, Yuchao ; Cai, Yifei. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008545.

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2025Investing in the batteries and vehicles of the future: A view through the stock market. (2025). Plante, Michael. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000398.

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2025An empirical study on the impact of tax incentives on the development of new energy vehicles: Case of China. (2025). Huang, Xinye ; Ji, Man ; Zeng, Shaolong. In: Energy Policy. RePEc:eee:enepol:v:198:y:2025:i:c:s0301421524004725.

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2025Energy shocks and stock market returns under COVID-19: New insights from the United States. (2025). Ulazeez, Abd. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001884.

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2025Analysis of investment and R&D strategies evolution in wind-solar-hydrogen integration projects: A perspective of institutional investor networks. (2025). Zheng, Longwei ; Zeng, BO ; Yang, Qian ; Zhang, Siyu ; Ding, Liping. In: Energy. RePEc:eee:energy:v:335:y:2025:i:c:s0360544225034528.

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2025The asymmetric effects of European carbon emission trading system on European stock market returns: The moderating role of oil price uncertainty. (2025). Selmi, Refk ; Tabash, Mosab I ; Sheikh, Umaid A ; Saleh, Mamdouh Abdulaziz ; Hammoudeh, Shawkat. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925004119.

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2024Quantile spillovers and connectedness between oil shocks and stock markets of the largest oil producers and consumers. (2024). Hanif, Waqas ; Hadhri, Sinda ; el Khoury, Rim. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000230.

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2024The potency of time series outliers in volatile models: An empirical analysis of fintech, and mineral resources. (2024). Yaqoob, Tanzeela ; Maqsood, Arfa. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420724000333.

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2024Heterogeneity and time-varying efficiency in the Ecuadorian banking sector. An output distance stochastic frontier approach. (2024). Cortes-Garcia, Salvador J ; Perez-Rodriguez, Jorge V. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:164-175.

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2025Banking system stress: Unravelling its influence on U.S. industry risk. (2025). Chen, Gengxuan ; Li, Sitong ; Yi, Siyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000625.

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2024Algorithmic trading, what if it is just an illusion? Evidence from experimental asset markets. (2024). Hanaki, Nobuyuki ; Jacob-Leal, Sandrine. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:112:y:2024:i:c:s2214804324000788.

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2024Optimization of Financial Indicators in Shale-Gas Wells Combining Numerical Decline Curve Analysis and Economic Data Analysis. (2024). Juanes, Ruben ; Cueto-Felgueroso, Luis ; Colominas, Ignasi ; Soage, Andres. In: Energies. RePEc:gam:jeners:v:17:y:2024:i:4:p:864-:d:1337927.

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2024A Survey of Literature on the Interlinkage between Petroleum Prices and Equity Markets. (2024). Bagirov, Miramir ; Mateus, Cesario. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:1:p:40-:d:1323991.

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2025Evidence of Energy-Related Uncertainties and Changes in Oil Prices on U.S. Sectoral Stock Markets. (2025). Chen, Yu-Fen ; Chiang, Thomas C ; Lin, Fu-Lai. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1823-:d:1667941.

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2025Volume-driven time-of-day effects in intraday volatility models. (2025). Batista, Igor Ferreira ; Virbickait, Audron ; Nguyen, Hoang ; Lopes, Hedibert Freitas. In: Working Papers. RePEc:hhs:oruesi:2025_014.

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2024Time pressure reduces financial bubbles: Evidence from a forecasting experiment. (2024). Tuinstra, Jan ; Neunhoeffer, Frieder ; Anufriev, Mikhail. In: Working Papers REM. RePEc:ise:remwps:wp03512024.

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2025The Asymmetric Interaction Between Oil Price Change and Stock Returns of the Renewable Energy Companies in India: A Panel NARDL Approach. (2025). Mishra, Lalatendu ; Acharya, Rajesh H. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:32:y:2025:i:1:d:10.1007_s10690-024-09447-w.

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2025Multi-Scale Event Detection in Financial Time Series. (2025). Ogasawara, Eduardo ; Bezerra, Eduardo ; Coutinho, Rafaelli ; Assis, Laura ; Mello, Carlos E ; Gea, Cristiane ; Salles, Diego Silva. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:1:d:10.1007_s10614-024-10582-9.

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2025Fast Computation of Randomly Walking Volatility with Chained Gamma Distributions. (2025). Zhang, DI ; Zhou, Youzhou. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:3:d:10.1007_s10614-024-10777-0.

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2024Do adjustment costs constrain public healthcare providers’ technical efficiency? Evidence from the New Zealand Public Healthcare System. (2024). Emvalomatis, Grigorios ; Andrews, Antony. In: Health Care Management Science. RePEc:kap:hcarem:v:27:y:2024:i:2:d:10.1007_s10729-024-09668-5.

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2024Investor Attention and Stock Liquidity in the Chinese Market. (2024). Zhao, Weihan ; Zhang, Jianing. In: International Advances in Economic Research. RePEc:kap:iaecre:v:30:y:2024:i:1:d:10.1007_s11294-024-09885-2.

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2025Herding Spillover Effects in US REIT Sectors. (2025). GUPTA, RANGAN ; Ngene, Geoffrey M ; Babalos, Vassilios ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202531.

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2025Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic. (2025). Tiwari, Aviral Kumar ; Naeem, Muhammad Abubakr ; Khan, Ashraf ; Anwer, Zaheer. In: Annals of Operations Research. RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04879-x.

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2024Energy profile and oil shocks: a dynamic analysis of their impact on stock markets. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:3:d:10.1007_s40822-024-00277-9.

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2024Recall environment and post-recall stock market response. (2024). Jayachandran, Satish ; Gill, Manpreet ; Javadinia, Amir. In: Journal of the Academy of Marketing Science. RePEc:spr:joamsc:v:52:y:2024:i:4:d:10.1007_s11747-023-00979-7.

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2024Evaluating the efficiency and determinants of mass tourism in Spain: a tourist area perspective. (2024). Sanchez-Sanchez, Francisca J. In: Portuguese Economic Journal. RePEc:spr:portec:v:23:y:2024:i:1:d:10.1007_s10258-022-00228-9.

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2024Centralized vs decentralized markets: The role of connectivity. (2024). Iori, Giulia ; Alfarano, Simone ; Camacho, Eva ; Kapar, Burcu ; Banal-Estaol, Albert ; Rahi, Rohit. In: Economics Working Papers. RePEc:upf:upfgen:1877.

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2025Centralized vs Decentralized Markets: The Role of Connectivity. (2025). Alfarano, Simone ; Banal-Estaaol, Albert ; Camacho, Eva ; Rahi, Rohit ; Kapar, Burcu ; Iori, Giulia. In: Working Papers. RePEc:ven:wpaper:2025:13.

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2024Green light for green credit? Evidence from its impact on bank efficiency. (2024). Galan, Jorge ; Tan, Yong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:531-550.

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2025How do the reserve currency and uncertainties in major markets affect the uncertainty of oil prices over time?. (2025). Soytas, Ugur ; Kocaarslan, Baris. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:2:p:2016-2041.

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2024Algorithmic Trading, Price Efficiency and Welfare: An Experimental Approach. (2024). Siemroth, Christoph ; Desantis, Mark ; Corgnet, Brice. In: VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges. RePEc:zbw:vfsc24:302411.

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Works by Helena Veiga:

YearTitleTypeCited
2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2003Forecasting Volatility Using A Continuous Time Model In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper0
2003Are One Factor Logarithmic Volatility Models Useful to Fit the Features of Financial Data? An Application to Microsoft Data. In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper0
2005Parametric and semiparametric estimation of sample selection models: an empirical application to the female labour force in Portugal In: UFAE and IAE Working Papers.
[Full Text][Citation analysis]		paper1
2007Are Feedback Factors Important in Modeling Financial Data? In: International Review of Finance.
[Full Text][Citation analysis]		article0
2006Are feedback factors important in modelling financial data?.(2006) In: DES - Working Papers. Statistics and Econometrics. WS.
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This paper has nother version. Agregated cites: 0		paper
2018UNCERTAINTY AND DENSITY FORECASTS OF ARMA MODELS: COMPARISON OF ASYMPTOTIC, BAYESIAN, AND BOOTSTRAP PROCEDURES In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article1
2025Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2023Investigating the impact of consumption distribution on CRRA estimation: QuantileCCAPM-based approach..(2023) In: Research Papers.
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This paper has nother version. Agregated cites: 0		paper
2016A Bootstrap Approach for Generalized Autocontour Testing In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2016Efficiency evaluation of Spanish hotel chains In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2017Modeling and forecasting the oil volatility index In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper5
2019Modeling and forecasting the oil volatility index.(2019) In: Journal of Forecasting.
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This paper has nother version. Agregated cites: 5		article
2019Data cloning estimation for asymmetric stochastic volatility models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper5
2020Data cloning estimation for asymmetric stochastic volatility models.(2020) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 5		article
2019Exploring option pricing and hedging via volatility asymmetry In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2021Exploring Option Pricing and Hedging via Volatility Asymmetry.(2021) In: Computational Economics.
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This paper has nother version. Agregated cites: 0		article
2020Valuation in the energy sector: Fundamentals or bubbles? In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2022An experimental analysis of contagion in financial markets In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper2
2025An experimental analysis of contagion in financial markets.(2025) In: Journal of Economic Dynamics and Control.
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This paper has nother version. Agregated cites: 2		article
2020Adaptative predictability of stock market returns In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2021Integrated nested Laplace approximations for threshold stochastic volatility models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper3
2024Integrated nested Laplace approximations for threshold stochastic volatility models.(2024) In: Econometrics and Statistics.
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This paper has nother version. Agregated cites: 3		article
2006A two factor long memory stochastic volatility model In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2006Volatility forecasts: a continuous time model versus discrete time models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2006Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper31
2008Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH.(2008) In: Computational Statistics & Data Analysis.
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This paper has nother version. Agregated cites: 31		article
2007The sign of asymmetry and the Taylor Effect in stochastic volatility models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2007Volatility modelling and accurate minimun capital risk requirements : a comparison among several approaches In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2007The effect of realised volatility on stock returns risk estimates In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper2
2008The effect of short-selling of the aggregation of information in an experimental asset market In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper5
2008The Effect of Short–Selling on the Aggregation of Information in an Experimental Asset Market.(2008) In: Working Papers.
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2008Aggregation and dissemination of information in experimental asset markets in the presence of a manipulator In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2008Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2009Wavelet-based detection of outliers in volatility models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper3
2009Risk factors in oil and gas industry returns: international evidence In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper78
2011Risk factors in oil and gas industry returns: International evidence.(2011) In: Energy Economics.
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This paper has nother version. Agregated cites: 78		article
2010Outliers in Garch models and the estimation of risk measures In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2010Asymmetric effects of oil price fluctuations in international stock markets In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper3
2011Forecasting volatility: does continuous time do better than discrete time? In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2012Asymmetric long-run effects in the oil industry In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2012Bayesian estimation of inefficiency heterogeneity in stochastic frontier models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper20
2014Bayesian estimation of inefficiency heterogeneity in stochastic frontier models.(2014) In: Journal of Productivity Analysis.
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This paper has nother version. Agregated cites: 20		article
2012Bayesian Estimation of Inefficiency Heterogeneity in Stochastic Frontier Models.(2012) In: Efficiency Series Papers.
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2013Correlations between oil and stock markets : a wavelet-based approach In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper55
2015Correlations between oil and stock markets: A wavelet-based approach.(2015) In: Economic Modelling.
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This paper has nother version. Agregated cites: 55		article
2013Predictability of stock market activity using Google search queries In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper9
2013One for all : nesting asymmetric stochastic volatility models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2013Bayesian analysis of dynamic effects in inefficiency : evidence from the Colombian banking sector In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper1
2014Outliers in multivariate Garch models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper2
2014Score driven asymmetric stochastic volatility models In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2015Model uncertainty and the forecast accuracy of ARMA models: A survey In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2015An analysis of the dynamics of efficiency of mutual funds In: DES - Working Papers. Statistics and Econometrics. WS.
[Full Text][Citation analysis]		paper0
2009Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models In: Economics Bulletin.
[Full Text][Citation analysis]		article4
2009A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article6
2010Wavelet-based detection of outliers in financial time series In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article15
2020Limited attention, salience of information and stock market activity In: Economic Modelling.
[Full Text][Citation analysis]		article10
2020Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation In: Econometrics and Statistics.
[Full Text][Citation analysis]		article5
2009Price manipulation in an experimental asset market In: European Economic Review.
[Full Text][Citation analysis]		article16
2006Price manipulation in an experimental asset market.(2006) In: Research Memorandum.
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This paper has nother version. Agregated cites: 16		paper
2015Dynamic effects in inefficiency: Evidence from the Colombian banking sector In: European Journal of Operational Research.
[Full Text][Citation analysis]		article37
2013Oil price asymmetric effects: Answering the puzzle in international stock markets In: Energy Economics.
[Full Text][Citation analysis]		article66
2017Threshold stochastic volatility: Properties and forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
2008Accurate minimum capital risk requirements: A comparison of several approaches In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article10
2010Information aggregation in experimental asset markets in the presence of a manipulator In: Experimental Economics.
[Full Text][Citation analysis]		article34
2024On the relationship of country geopolitical risk on energy inflation In: NIPE Working Papers.
[Full Text][Citation analysis]		paper0
Do investors price industry risk? Evidence from the cross-section of the oil industry In: Journal of Energy Markets.
[Full Text][Citation analysis]		article0
2012Asymmetry, realised volatility and stock return risk estimates In: Portuguese Economic Journal.
[Full Text][Citation analysis]		article1
2024Editors’ note In: Portuguese Economic Journal.
[Full Text][Citation analysis]		article0
2019Efficiency evaluation of hotel chains: a Spanish case study In: SERIEs: Journal of the Spanish Economic Association.
[Full Text][Citation analysis]		article3
2020A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities In: Econometric Reviews.
[Full Text][Citation analysis]		article2
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