Bernardo da Veiga

Publication Activity (10 Years)

Years Active: 2008-2011
Publications (10 Years): 0

Publications

Michael McAleer, Bernardo da Veiga, Suhejla Hoti
Value-at-Risk for country risk ratings. Math. Comput. Simul. 81 (7) (2011)
Manabu Asai, Michael McAleer, Bernardo da Veiga
Portfolio single index (PSI) multivariate conditional and stochastic volatility models. Math. Comput. Simul. 78 (2-3) (2008)
Bernardo da Veiga, Felix Chan, Michael McAleer
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk. Math. Comput. Simul. 78 (2-3) (2008)