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	2	5	11	257
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach	0	1	2	73	4	6	9	151
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach	1	1	2	17	3	4	6	75
On the robustness of the general dynamic factor model with inﬁnite-dimensional space: identiﬁcation, estimation, and forecasting	0	0	0	58	0	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	3	3	8	53
Total Working Papers	1	3	10	328	12	20	43	765

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	1	1	2	5	1	3	12	23
Bootstrap prediction in univariate volatility models with leverage effect	1	1	3	8	1	3	6	44
Covariance Prediction in Large Portfolio Allocation	0	0	1	11	1	1	4	69
Forecasting Bitcoin risk measures: A robust approach	0	0	1	26	0	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	1	2	10	12	1	4	21	27
On the robustness of the principal volatility components	0	0	0	8	0	1	4	38
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting	0	0	0	4	0	1	2	23
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach	1	2	5	14	4	6	18	64
Total Journal Articles	4	6	23	92	8	23	79	418

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Statistics updated 2025-12-06