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 95 1 13 22 270
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach 0 0 2 73 1 3 11 154
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 2 17 1 5 10 80
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 58 6 14 16 112
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk 0 0 4 68 4 10 17 141
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 1 17 0 7 13 60
Total Working Papers 0 0 10 328 13 52 89 817

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 0 2 5 0 1 9 24
Bootstrap prediction in univariate volatility models with leverage effect 0 0 2 8 0 3 8 47
Covariance Prediction in Large Portfolio Allocation 0 0 1 11 1 7 11 76
Forecasting Bitcoin risk measures: A robust approach 0 0 0 26 1 6 13 107
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 1 4 3 8 11 37
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach 0 1 10 13 2 12 30 39
On the robustness of the principal volatility components 0 1 1 9 0 10 12 48
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting 0 0 0 4 0 4 6 27
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach 0 0 5 14 1 11 26 75
Total Journal Articles 0 2 22 94 8 62 126 480

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 5 6 6
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 5 6 6

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Statistics updated 2026-03-04