Bernardo da Veiga

According to our database, Bernardo da Veiga authored at least 3 papers between 2008 and 2011.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2011

Value-at-Risk for country risk ratings.

Michael McAleer, Bernardo da Veiga, Suhejla Hoti

Math. Comput. Simul., 2011

2008

Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk.

Bernardo da Veiga, Felix Chan, Michael McAleer

Math. Comput. Simul., 2008

Portfolio single index (PSI) multivariate conditional and stochastic volatility models.

Manabu Asai, Michael McAleer, Bernardo da Veiga

Math. Comput. Simul., 2008