Universidad Carlos III de Madrid - UC3M

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Última actualización: 23/04/2013

Associate Professor at Universidad Carlos III de Madrid since 2012. 
Ph.D. in Economics from Universitat Autònoma de Barcelona (2004). 

Fields of Interest

Financial Econometrics (volatility models in discrete and continuous time), Time Series (long memory, fractional roots), Panel Data and Empirical Finance.

Teaching

  • Econometrics I (Finance B.A.).
  • Econometrics Master/PhD
foto maria helena lopes

E-Mail: mhveiga@est-econ.uc3m.es
Phone: +34 91 6248902
Fax: +34 91 6249849
Office: 10.0.11

Recent Publications

  • "Wavelet-based Detection of Outliers in Financial Time Series", (joint with Aurea Grané),Computational Statistics and Data Analysis, 54, 2580-2593, 2010.
  • "Aggregation and Dissemination of Information in Experimental Asset Markets in the Presence of a Manipulator", (joint with Marc Vorsatz), Experimental Economics, 13, 379-398, 2010.
  • "Risk factors in oil and gas industry returns: International Evidence", (joint with Sofia ramos), Energy Economics, 33, 525-542, 2011.