Percorrer por autor Veiga, H.
Mostrar resultados 1-11 de 11.
| Data | Título | Autor(es) | Tipo | Acesso |
| 2020 | Asymmetric stochastic volatility models: properties and particle filter-based simulated maximum likelihood estimation | Mao, X.; Czellar, V.; Ruiz, E.; Veiga, H. | Artigo | Acesso Aberto |
| 2014 | Bayesian estimation of inefficiency heterogeneity in stochastic frontier models | Galán, J. E.; Veiga, H.; Wiper, M. P. | Artigo | Acesso Aberto |
| 2015 | Correlations between oil and stock markets: a wavelet-based approach | Martín-Barragan, B.; Ramos, S.; Veiga, H. | Artigo | Acesso Aberto |
| 2019 | Detecting outliers in multivariate volatility models: a wavelet procedure | Grané, A.; Martín-Barragan, B.; Veiga, H. | Artigo | Acesso Aberto |
| 2017 | Do investors price industry risk? Evidence from the cross-section of the oil industry | Ramos, S. B.; Taamouti, A.; Veiga, H.; Wang, C.-W. | Artigo | Acesso Aberto |
| 2015 | Dynamic effects in inefficiency: evidence from the Colombian banking sector | Galán, J. E.; Veiga, H.; Wiper, M. P. | Artigo | Acesso Embargado |
| 2019 | Efficiency evaluation of hotel chains: a Spanish case study | Deng, Y. G.; Veiga, H.; Wiper, M. P. | Artigo | Acesso Aberto |
| 2025 | An experimental analysis of contagion in financial markets | Peeters, R.; Veiga, H.; Vorsatz, M. | Artigo | Acesso Aberto |
| 2019 | Modeling and forecasting the oil volatility index | Mazzeu, J. H. G.; Veiga, H.; Mariti, M. B. | Artigo | Acesso Aberto |
| 2013 | Oil Price Asymmetric Effects: Answering the Puzzle in International Stock Markets | Ramos, S. B.; Veiga, H. | Artigo | Acesso Embargado |
| 2016 | A robust closed-form estimator for the GARCH(1,1) model | Bahamonde, N.; Veiga, H. | Artigo | Acesso Aberto |
