Concepedia
Statistics
Publications
5
Citations
259
H-Index
Active since
2005
Affiliations
The University of Western Australia(Current)
Curtin University
Tinbergen Institute
Erasmus University Rotterdam
Bernardo da Veiga is an author at The University of Western Australia specializing in financial economics, business, and financial risk.
Publications per year
2005–2011
Single‐index and portfolio models for forecasting value‐at‐risk thresholds
Michael McAleer, Bernardo da Veiga · Journal of Forecasting · 2008 · 113 citations
Business, Finance, Risk Management +17
Forecasting value‐at‐risk with a parsimonious portfolio spillover GARCH (PS‐GARCH) model
Michael McAleer, Bernardo da Veiga · Journal of Forecasting · 2008 · 99 citations · Full text
Business, Economics, Finance +17
It pays to violate: how effective are the Basel accord penalties in encouraging risk management?
Bernardo da Veiga, Félix Chan, Michael McAleer · Accounting and Finance · 2011 · 19 citations
Risk Management of Daily Tourist Tax Revenues for the Maldives
Michael McAleer, Riaz Shareef, Bernardo da Veiga · SSRN Electronic Journal · 2005 · 14 citations · Full text
Management, Economics, Risk Management +16
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
Bernardo da Veiga, Félix Chan, Michael McAleer · Pacific-Basin Finance Journal · 2007 · 14 citations · Full text
Business, Business Economics, Economics +13
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