David Veredas - Concepedia

Author

David Veredas

Vlerick Business School

Also Known As

D. Veredas, David Veredas, Lorenzo Ricci, Tomas Garbaravicius, Vander Elst, Harry, Veredas, D., Veredas, David

140

Publications

1.8K

Citations

H-Index

Concepts

All Affiliations

Vlerick Business School Université Libre de Bruxelles UCLouvain International Solvay Institutes Tilburg University

About

David Veredas is an author at Vlerick Business School specializing in business, finance, and statistics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	15	15	770
2	Engineering	9	9	277
3	Management	4	4	396
4	Public Health	1	1	11
5	Accounting	1	1	18

David Veredas

Publications

1.6K

Citations

H-Index

Page 1

	Year	Citations
The stochastic conditional duration model: a latent variable model for the analysis of financial durations Luc Bauwens, David Veredas Journal of Econometrics Empirical FinanceEconomicsFinancial EconomicsAsset PricingFinancial Time Series Analysis	2003	249
Temporal Aggregation of Univariate and Multivariate Time Series Models: A Survey Andrea Silvestrini, David Veredas SSRN Electronic Journal	2008	166
High frequency financial econometrics : recent developments Winfried Pohlmeier, Luc Bauwens, David Veredas RePEc: Research Papers in Economics	2007	68
The method of simulated quantiles Yves Dominicy, David Veredas Journal of Econometrics Simulation MethodologyEngineeringSimulationStatistical InferenceMonte Carlo Sampling	2012	68
Venture Capital, Credit, and FinTech Start-Up Formation: A Cross-Country Study Dimitrios Kolokas, Tom Vanacker, David Veredas, Entrepreneurship Theory and Practice Startup EcosystemRecent Global PhenomenonInternational EntrepreneurshipEntrepreneurshipInnovative Start-ups	2020	67
How much does infrastructure matter to growth in Sub-Saharan Africa? Antonio Estache, Biagio Speciale, David Veredas Dépôt institutionnel de l'Université libre de Bruxelles (Université Libre de Bruxelles)	2008	64
The impact of macroeconomic news on quote adjustments, noise, and informational volatility Nikolaus Hautsch, Dieter Hess, David Veredas Journal of Banking & Finance EconomicsVolatility ModelingFinancial EconomicsAsset PricingInformational Volatility	2011	61
A Model for Vast Panels of Volatilities David Veredas, Matteo Luciani SSRN Electronic Journal	2012	60
Which Model to Match? Matteo Barigozzi, Roxana Halbleib, David Veredas SSRN Electronic Journal	2012	51
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures Matteo Barigozzi, Christian T. Brownlees, Giampiero M. Gallo, Journal of Econometrics EconophysicsVolatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset Pricing	2014	51

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