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 4 12 58 3 14 51 131
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 1 8 1 4 18 24
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk 0 1 10 58 0 2 17 91
Total Working Papers 0 5 23 124 4 20 86 246


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bootstrap prediction in univariate volatility models with leverage effect 0 0 0 2 0 2 3 25
Covariance Prediction in Large Portfolio Allocation 0 0 1 5 1 3 19 40
Forecasting Bitcoin risk measures: A robust approach 1 1 8 16 1 2 27 51
On the robustness of the principal volatility components 1 1 1 1 3 5 13 15
Total Journal Articles 2 2 10 24 5 12 62 131


Statistics updated 2021-01-03