Modelling long-memory volatilities with leverage effect: A-LMSV versus FIEGARCH. - Esther Ruiz; Helena Veiga (Comput. Stat. Data Anal., 2008)

A note on the properties of power-transformed returns in long-memory stochastic volatility models with leverage effect. - Ana Pérez; Esther Ruiz; Helena Veiga (Comput. Stat. Data Anal., 2009)

Wavelet-based detection of outliers in financial time series. - Aurea Grané; Helena Veiga (Comput. Stat. Data Anal., 2010)

Dynamic effects in inefficiency: Evidence from the Colombian banking sector. - Jorge E. Galán; Helena Veiga; Michael P. Wiper (Eur. J. Oper. Res., 2015)