Access Statistics for Mauricio Zevallos

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	1	2	95	0	1	4	249
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach	0	0	0	15	0	1	3	70
Forecasting realized volatility: Does anything beat linear models?	0	0	0	0	0	1	6	6
Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano	0	1	2	32	0	2	3	152
Total Working Papers	0	2	4	142	0	5	16	477

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Note on Forecasting Daily Peruvian Stock Market VolatilityRisk Using Intraday Returns	0	0	0	7	0	0	1	25
Analysis of the correlation structure of square time series	0	0	0	24	0	0	0	123
Assessing stock market dependence and contagion	0	0	1	25	0	0	1	65
Covariance Prediction in Large Portfolio Allocation	1	1	1	11	1	1	2	66
Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano	0	0	0	48	0	0	0	135
Estimación del riesgo bursátil peruano	0	0	0	39	0	0	0	133
Estimation and forecasting of long memory stochastic volatility models	0	3	5	8	0	4	11	25
Fitting non‐Gaussian persistent data	0	0	0	0	0	0	0	0
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	0	0	0	3	0	1	5	27
Forecasting realized volatility: Does anything beat linear models?	1	3	12	12	5	12	29	29
Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models	0	0	1	3	0	0	5	14
Metal Prices and International Market Risk in the Peruvian Stock Market	1	2	6	47	1	2	12	115
Metal Returns, Stock Returns and Stock Market Volatility	0	0	0	30	1	2	3	125
Minimum distance estimation of ARFIMA processes	0	0	0	9	0	0	0	40
Modeling and forecasting intraday VaR of an exchange rate portfolio	0	0	0	7	0	0	2	26
Total Journal Articles	3	9	26	273	8	22	71	948

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Statistics updated 2025-05-12