Risk factors in oil and gas industry returns: International evidence SB Ramos, H Veiga Energy Economics 33 (3), 525-542, 2011 | 200 | 2011 |
Wavelet-based detection of outliers in financial time series A Grané, H Veiga Computational Statistics & Data Analysis 54 (11), 2580-2593, 2010 | 134 | 2010 |
Oil price asymmetric effects: Answering the puzzle in international stock markets SB Ramos, H Veiga Energy Economics 38, 136-145, 2013 | 132* | 2013 |
Correlations between oil and stock markets: A wavelet-based approach B Martín-Barragán, SB Ramos, H Veiga Economic Modelling 50, 212-227, 2015 | 96 | 2015 |
Limited attention, salience of information and stock market activity SB Ramos, P Latoeiro, H Veiga Economic Modelling 87, 92-108, 2020 | 83* | 2020 |
Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH E Ruiz, H Veiga Computational Statistics & Data Analysis 52 (6), 2846-2862, 2008 | 67 | 2008 |
Bayesian analysis of dynamic effects in inefficiency: evidence from the Colombian banking sector JE Galán, H Veiga, MP Wiper European Journal of Operational Research, 2015 | 63 | 2015 |
Bayesian estimation of inefficiency heterogeneity in stochastic frontier models J Galán, H Veiga, M Wiper Journal of Productivity Analysis 42 (1), 85-101, 2014 | 41 | 2014 |
Information aggregation in experimental asset markets in the presence of a manipulator H Veiga, M Vorsatz Experimental economics 13 (4), 379-398, 2010 | 39 | 2010 |
Price manipulation in an experimental asset market H Veiga, M Vorsatz European Economic Review 53 (3), 327-342, 2009 | 33 | 2009 |
Outliers, GARCH-type models and risk measures: A comparison of several approaches A Grané, H Veiga Journal of Empirical Finance 26, 26-40, 2014 | 27 | 2014 |
Efficiency evaluation of hotel chains: a Spanish case study Y Deng, H Veiga, MP Wiper SERIEs 10, 115-139, 2019 | 23 | 2019 |
Do investors price industry risk? Evidence from the cross-section of the oil industry SB Ramos, A Taamouti, H Veiga, CW Wang Journal of Energy Markets, 2017 | 23 | 2017 |
Modelos de volatilidad estocástica: una alternativa atractiva y factible para modelizar la evolución de la volatilidad ER Ortega, MH Veiga Anales de estudios económicos y empresariales, 9-68, 2008 | 19 | 2008 |
Asymmetric Stochastic Volatility Models: Properties and Particle Filter-based Simulated Maximum Likelihood Estimation X Mao, V Czellar, E Ruiz, H Veiga Econometrics and Statistics 13, 84-105, 2020 | 18* | 2020 |
Threshold stochastic volatility: Properties and forecasting X Mao, E Ruiz, H Veiga International Journal of Forecasting 33 (4), 1105-1123, 2017 | 16 | 2017 |
A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect A Pérez, E Ruiz, H Veiga Computational statistics & data analysis 53 (10), 3593-3600, 2009 | 16 | 2009 |
A robust closed-form estimator for the GARCH (1, 1) model N Bahamonde, H Veiga Journal of Statistical Computation and Simulation 86 (8), 1605-1619, 2016 | 15 | 2016 |
The interrelationship between financial and energy markets S Ramos, H Veiga Springer, 2014 | 15 | 2014 |
Accurate minimum capital risk requirements: A comparison of several approaches A Grané, H Veiga Journal of Banking & Finance 32 (11), 2482-2492, 2008 | 15 | 2008 |