Concepedia

Helena Veiga

HV

22

Publications

696

Citations

14

H-Index

2006

Active since

Affiliations

Universidad Carlos III de Madrid(Current)

Iscte – Instituto Universitário de Lisboa

École Supérieure des Sciences Économiques et Commerciales

Fundación de Estudios de Economía Aplicada

Zhongnan University of Economics and Law

Helena Veiga is an author at Universidad Carlos III de Madrid specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsEngineeringVolatility ModelingStatisticsMultivariate Stochastic VolatilityFinancial EconomicsRisk Management

Publications per year

2006–2019

22

Publications

22

Oil price asymmetric effects: Answering the puzzle in international stock markets

Sofía B. Ramos, Helena Veiga · Energy Economics · 2013 · 108 citations · Full text

Correlations between oil and stock markets: A wavelet-based approach

Belén Martín-Barragán, Sofía B. Ramos, Helena Veiga · Economic Modelling · 2015 · 82 citations · Full text

Economics, Financial Economics, Asset Pricing +5

Wavelet-based detection of outliers in financial time series

Aurea Grané, Helena Veiga · Computational Statistics & Data Analysis · 2010 · 81 citations

Engineering, Data Science, Outlier Detection +4

Dynamic effects in inefficiency: Evidence from the Colombian banking sector

Jorge Galán, Helena Veiga, Michael P. Wiper · European Journal of Operational Research · 2014 · 49 citations · Full text

Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH

Esther Ruiz, Helena Veiga · Computational Statistics & Data Analysis · 2007 · 45 citations · Full text

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