Bernardo da Veiga

Economics and Econometrics · 2008

A researcher in the Science corpus: 2 papers; trusts 9 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 15 citations into it; #13,545 of 23,481 by trust here, #17,969 by citations
• Finance — 13 citations into it; #6,232 of 10,518 by trust here, #7,575 by citations
• Statistics and Probability — 5 citations into it

Whom Bernardo da Veiga trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. S. Ling
2. Michael Mcaleer
3. Robert F. Engle
4. Tim Bollerslev
5. Wai Keung Li
6. Y. Tse
7. Luc Bauwens
8. Daniel B. Nelson
9. Albert K. Tsui

Who trusts Bernardo da Veiga overall

1. David Ardia
2. Michael Mcaleer

Papers from Bernardo da Veiga's perspective

Ordered by how strongly the researchers Bernardo da Veiga trusts endorse each paper. Same corpus, a different order for every researcher.

1. ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (Econometric Theory)
2. Stationarity and the existence of moments of a family of GARCH processes
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Generalized autoregressive conditional heteroskedasticity
5. A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors
6. Value at Risk: The New Benchmark for Managing Financial Risk
7. Non‐linear Time Series Models in Empirical Finance
8. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
9. Multivariate Stochastic Volatility: A Review
10. NECESSARY AND SUFFICIENT MOMENT CONDITIONS FOR THE GARCH(r,s) AND ASYMMETRIC POWER GARCH(r,s) MODELS (Econometric Theory)

Their papers

• Single Index and Portfolio Models for Forecasting Value-at-Risk Thresholds * (2008) — 108 citations
• Forecasting value‐at‐risk with a parsimonious portfolio spillover GARCH (PS‐GARCH) model (2008) — 93 citations