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	94	0	2	3	248
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach	0	0	1	71	0	1	8	143
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach	0	0	0	15	1	1	3	70
On the robustness of the general dynamic factor model with inﬁnite-dimensional space: identiﬁcation, estimation, and forecasting	0	0	1	58	0	0	2	96
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk	0	0	0	64	0	0	3	124
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting	0	0	1	16	0	2	3	47
Total Working Papers	0	0	4	318	1	6	22	728

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	3	1	4	11	15
Bootstrap prediction in univariate volatility models with leverage effect	0	1	1	6	0	1	1	39
Covariance Prediction in Large Portfolio Allocation	0	0	0	10	0	0	1	65
Forecasting Bitcoin risk measures: A robust approach	1	1	1	26	1	2	8	94
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	0	0	0	3	0	0	7	26
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach	1	1	1	3	1	3	7	9
On the robustness of the principal volatility components	0	0	0	8	1	2	2	36
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting	0	0	1	4	0	0	1	21
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach	0	0	0	9	1	3	5	49
Total Journal Articles	2	3	6	72	5	15	43	354

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Statistics updated 2025-03-03