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 0 1 21 274
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach 0 0 1 74 1 3 16 162
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 1 17 2 4 17 88
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 58 0 1 18 115
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk 0 0 0 68 1 3 21 152
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 0 3 330 4 12 111 859

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 0 1 3 7 0 3 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 0 1 1 27 0 2 15 113
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 1 2 4 15 5 6 24 48
Hierarchical risk clustering versus traditional risk-based portfolios: an empirical out-of-sample comparison 0 0 1 1 1 4 14 14
On the robustness of the principal volatility components 0 0 1 9 0 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 0 1 3 16 0 2 20 80
Total Journal Articles 1 5 14 102 6 20 152 551

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 2 2 14 14
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 2 2 14 14

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Statistics updated 2026-10-11