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Maria Helena Lopes Moreira da Veiga

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Última actualización: 28/01/2011
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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 (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

  • "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.
  • "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.