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Maria Helena Lopes Moreira da Veiga

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Última actualización: 30/11/2009
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Assistant Professor at Universidad Carlos III de Madrid since 2004.
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), Econometrics and Financial Economics.

Teaching

  • Econometrics I (Statistics B.A.).
  • Econometrics II (Business B.A.).
  • Econometrics 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

  • "Accurate minimum capital risk requirements: A comparison of several approaches", (joint with Aurea Grané), Journal of Banking and Finance, 32, 2482-2492, 2008.
  • "Price Manipulation in an Experimental Asset Market", (joint with Marc Vorsatz), European Economic Review, 53, 327-342, 2009. 
  • "A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect", (joint with Ana Pérez and Esther Ruiz), Computational Statistics and Data Analysis, 59, 3593-3600, 2009.