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 1 1 1 96 2 3 23 272
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach 0 0 1 73 3 4 13 157
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 2 17 3 4 13 83
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 58 1 7 17 113
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk 0 0 3 68 3 9 21 146
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 17 4 6 17 66
Total Working Papers 1 1 7 329 16 33 104 837

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 1 5 1 4 11 28
Bootstrap prediction in univariate volatility models with leverage effect 0 0 2 8 2 3 11 50
Covariance Prediction in Large Portfolio Allocation 0 0 0 11 3 6 15 81
Forecasting Bitcoin risk measures: A robust approach 0 0 0 26 3 4 15 110
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 1 4 1 4 11 38
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach 0 0 7 13 2 4 27 41
Hierarchical risk clustering versus traditional risk-based portfolios: an empirical out-of-sample comparison 0 0 0 0 7 8 8 8
On the robustness of the principal volatility components 0 0 1 9 0 1 12 49
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting 0 0 0 4 4 5 11 32
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach 0 0 3 14 2 3 26 77
Total Journal Articles 0 0 15 94 25 42 147 514

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 6 10 10
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 6 10 10

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Statistics updated 2026-05-06