Access Statistics for Carlos Trucíos

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach 0 0 1 96 1 2 22 274
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach 0 1 2 74 1 3 16 161
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 1 17 2 2 15 86
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 58 1 2 18 115
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk 0 0 1 68 2 4 21 151
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 17 0 0 18 68
Total Working Papers 0 1 5 330 7 13 110 855

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies 1 1 3 7 2 6 18 38
Bootstrap prediction in univariate volatility models with leverage effect 0 0 1 8 0 0 10 51
Covariance Prediction in Large Portfolio Allocation 0 0 0 11 0 0 16 84
Forecasting Bitcoin risk measures: A robust approach 1 1 1 27 1 2 16 113
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 0 4 0 2 11 40
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach 0 1 4 14 0 1 20 43
Hierarchical risk clustering versus traditional risk-based portfolios: an empirical out-of-sample comparison 0 1 1 1 0 4 13 13
On the robustness of the principal volatility components 0 0 1 9 1 1 13 50
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting 0 0 0 4 0 0 11 33
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach 1 2 4 16 1 3 22 80
Total Journal Articles 3 6 15 101 5 19 150 545

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note About Calibration Tests for VaR and ES 0 0 0 0 0 1 12 12
Inference in (M)GARCH Models in the Presence of Additive Outliers: Specification, Estimation, and Prediction 0 0 0 0 0 0 0 0
Total Chapters 0 0 0 0 0 1 12 12

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Statistics updated 2026-09-10