Access Statistics for Carlos Trucíos

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	95	3	7	14	260
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach	0	0	2	73	0	5	8	151
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach	0	1	2	17	0	4	6	75
On the robustness of the general dynamic factor model with inﬁnite-dimensional space: identiﬁcation, estimation, and forecasting	0	0	0	58	2	3	4	100
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk	0	0	4	68	1	1	8	132
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting	0	0	1	17	2	5	10	55
Total Working Papers	0	1	10	328	8	25	50	773

Journal Article	File Downloads				Abstract Views
Journal Article	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	2	5	1	4	12	24
Bootstrap prediction in univariate volatility models with leverage effect	0	1	3	8	1	4	7	45
Covariance Prediction in Large Portfolio Allocation	0	0	1	11	2	3	6	71
Forecasting Bitcoin risk measures: A robust approach	0	0	1	26	1	4	10	102
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	0	0	1	4	1	1	4	30
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach	0	1	10	12	4	7	24	31
On the robustness of the principal volatility components	0	0	0	8	3	4	7	41
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting	0	0	0	4	1	2	3	24
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach	0	1	5	14	3	7	20	67
Total Journal Articles	0	4	23	92	17	36	93	435

Chapter	File Downloads				Abstract Views
Chapter	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	1	2	2	2
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	1	2	2	2

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09