Helena Veiga

Associate Professor

Universidad Carlos III de Madrid

Spain

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Helena Veiga is an Associate Professor at Universidad Carlos III de Madrid, Spain. Her research primarily focuses on stochastic volatility models, statistical methods in finance, and market dynamics. Recent publications include work on integrated nested Laplace approximations, bootstrapping approaches for autocontour testing, and the implications of limited attention in stock market activity.

Articles (5)

Year:

2021

Year:

2020

Year:

2020

Year:

2020

Year:

2020

Collaborators (3)

JUAN MIGUEL MARIN

Universidad Carlos III de Madrid

SPAIN

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ESTHER RUIZ

SPAIN

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Patricia Bermudez

Assistant Professor with Tenure

University of Lisbon

PORTUGAL

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Helena Veiga

Research Interests

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Articles (5)

Integrated nested Laplace approximations for threshold stochastic volatility models

Data cloning estimation for asymmetric stochastic volatility models

A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities

Limited attention, salience of information and stock market activity

Asymmetric stochastic volatility models: properties and particle filter-based simulated maximum likelihood estimation

Collaborators (3)

JUAN MIGUEL MARIN

ESTHER RUIZ

Patricia Bermudez

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