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	2	95	2	3	10	255
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach	0	1	2	73	1	3	6	147
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach	0	0	1	16	1	1	5	72
On the robustness of the general dynamic factor model with inﬁnite-dimensional space: identiﬁcation, estimation, and forecasting	0	0	0	58	1	1	2	98
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk	0	1	4	68	0	1	7	131
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting	0	0	1	17	0	0	5	50
Total Working Papers	0	2	10	327	5	9	35	753

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	0	2	4	2	2	12	22
Bootstrap prediction in univariate volatility models with leverage effect	0	0	2	7	2	3	5	43
Covariance Prediction in Large Portfolio Allocation	0	0	1	11	0	1	3	68
Forecasting Bitcoin risk measures: A robust approach	0	0	1	26	3	4	9	101
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	0	0	1	4	0	0	3	29
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach	0	1	9	11	2	4	20	26
On the robustness of the principal volatility components	0	0	0	8	1	1	4	38
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting	0	0	0	4	1	1	2	23
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach	0	1	4	13	0	3	14	60
Total Journal Articles	0	2	20	88	11	19	72	410

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Statistics updated 2025-11-08