Helena Veiga

796 total citations
36 papers, 546 citations indexed

About

Helena Veiga is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Helena Veiga has authored 36 papers receiving a total of 546 indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Economics and Econometrics, 25 papers in Finance and 12 papers in General Economics, Econometrics and Finance. Recurrent topics in Helena Veiga's work include Market Dynamics and Volatility (21 papers), Financial Risk and Volatility Modeling (21 papers) and Monetary Policy and Economic Impact (10 papers). Helena Veiga is often cited by papers focused on Market Dynamics and Volatility (21 papers), Financial Risk and Volatility Modeling (21 papers) and Monetary Policy and Economic Impact (10 papers). Helena Veiga collaborates with scholars based in Spain, Portugal and France. Helena Veiga's co-authors include Sofía B. Ramos, Aurea Grané, Michael P. Wiper, Esther Ruiz, Belén Martín-Barragán, Marc Vorsatz, Jorge Galán, Abderrahim Taamouti, Chih‐Wei Wang and J. Miguel Marín and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Energy Economics.

In The Last Decade

Helena Veiga

34 papers receiving 523 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Helena Veiga Spain	13	404	214	108	107	95	36	546
Ioannis Kyriakou United Kingdom	16	339 0.8×	306 1.4×	101 0.9×	102 1.0×	62 0.7×	52	635
Sankarshan Basu India	13	212 0.5×	224 1.0×	94 0.9×	47 0.4×	18 0.2×	48	479
Yingying Xu China	15	512 1.3×	190 0.9×	61 0.6×	88 0.8×	134 1.4×	68	652
Zhifang He China	14	484 1.2×	192 0.9×	140 1.3×	95 0.9×	125 1.3×	30	653
Ronald Mahieu Netherlands	11	414 1.0×	480 2.2×	62 0.6×	167 1.6×	55 0.6×	42	797
George Milunovich Australia	14	566 1.4×	273 1.3×	51 0.5×	132 1.2×	70 0.7×	52	677
Onur Polat Türkiye	13	555 1.4×	186 0.9×	54 0.5×	93 0.9×	82 0.9×	48	681
Gbenga Ibikunle United Kingdom	13	426 1.1×	293 1.4×	121 1.1×	26 0.2×	54 0.6×	54	639
Nildağ Başak Ceylan Türkiye	10	376 0.9×	128 0.6×	41 0.4×	157 1.5×	137 1.4×	40	499

Countries citing papers authored by Helena Veiga

Since Specialization

Citations

This map shows the geographic impact of Helena Veiga's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Helena Veiga with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Helena Veiga more than expected).

Fields of papers citing papers by Helena Veiga

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Helena Veiga. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Helena Veiga. The network helps show where Helena Veiga may publish in the future.

Co-authorship network of co-authors of Helena Veiga

This figure shows the co-authorship network connecting the top 25 collaborators of Helena Veiga. A scholar is included among the top collaborators of Helena Veiga based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Helena Veiga. Helena Veiga is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Marín, J. Miguel & Helena Veiga. (2025). Shock‐Triggered Asymmetric Response Stochastic Volatility. Journal of Forecasting. 45(1). 217–240.

Bermudez, P. de Zea, J. Miguel Marín, & Helena Veiga. (2020). Data cloning estimation for asymmetric stochastic volatility models. Econometric Reviews. 39(10). 1057–1074. 4 indexed citations

Casas, Isabel & Helena Veiga. (2020). Exploring Option Pricing and Hedging via Volatility Asymmetry. Computational Economics. 57(4). 1015–1039. 2 indexed citations

González‐Rivera, Gloria, et al.. (2020). A bootstrap approach for generalized Autocontour testing Implications for VIX forecast densities. Econometric Reviews. 39(10). 971–990. 1 indexed citations

Grané, Aurea, et al.. (2019). Detecting outliers in multivariate volatility models: a wavelet procedure. QRU Quaderns de Recerca en Urbanisme. 43(2). 289–316. 1 indexed citations

Veiga, Helena, et al.. (2019). Efficiency evaluation of hotel chains: a Spanish case study. SERIEs. 10(2). 115–139. 24 indexed citations

Ruiz, Esther, et al.. (2019). Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. Econometrics and Statistics. 13. 84–105. 7 indexed citations

Ramos, Sofía B., Abderrahim Taamouti, Helena Veiga, & Chih‐Wei Wang. (2017). Do investors price industry risk? Evidence from the cross-section of the oil industry. Durham Research Online (Durham University). 12 indexed citations

Martín-Barragán, Belén, Sofía B. Ramos, & Helena Veiga. (2015). Correlations between oil and stock markets: A wavelet-based approach. Economic Modelling. 50. 212–227. 76 indexed citations

10.

Veiga, Helena, et al.. (2015). A robust closed-form estimator for the GARCH(1,1) model. Journal of Statistical Computation and Simulation. 86(8). 1605–1619. 7 indexed citations

11.

Galán, Jorge, Helena Veiga, & Michael P. Wiper. (2013). Bayesian estimation of inefficiency heterogeneity in stochastic frontier models. Journal of Productivity Analysis. 42(1). 85–101. 23 indexed citations

12.

Grané, Aurea & Helena Veiga. (2012). Asymmetry, realised volatility and stock return risk estimates. Portuguese Economic Journal. 11(2). 147–164. 1 indexed citations

13.

Ramos, Sofía B. & Helena Veiga. (2011). The puzzle of asymmetric effects of oil: New results from international stock markets. 15. 339–345. 1 indexed citations

14.

Grané, Aurea & Helena Veiga. (2010). Wavelet-based detection of outliers in financial time series. Computational Statistics & Data Analysis. 54(11). 2580–2593. 59 indexed citations

15.

Veiga, Helena. (2009). Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models. Economics bulletin. 29(1). 265–276. 4 indexed citations

16.

Veiga, Helena. (2009). Comment on "Financial Stylized Facts and the Taylor-Effect in Stochastic Volatility Models" by H. Veiga. Economics bulletin. 29(4). 2730–2731. 1 indexed citations

17.

Veiga, Helena & Marc Vorsatz. (2008). The Effect of Short-Selling on the Aggregation of Information in an Experimental Asset Market. e-Archivo (Carlos III University of Madrid). 1–25. 6 indexed citations

18.

Grané, Aurea & Helena Veiga. (2008). Accurate minimum capital risk requirements: A comparison of several approaches. Journal of Banking & Finance. 32(11). 2482–2492. 11 indexed citations

19.

Veiga, Helena & Marc Vorsatz. (2008). Price manipulation in an experimental asset market. European Economic Review. 53(3). 327–342. 18 indexed citations

20.

Ruiz, Esther & Helena Veiga. (2007). Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. Computational Statistics & Data Analysis. 52(6). 2846–2862. 33 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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