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 96 0 1 21 273
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach 0 1 2 74 1 3 16 160
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 1 17 0 1 13 84
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 58 0 1 17 114
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk 0 0 1 68 0 3 19 149
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 17 0 2 18 68
Total Working Papers 0 1 5 330 1 11 104 848

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 1 2 6 1 8 16 36
Bootstrap prediction in univariate volatility models with leverage effect 0 0 1 8 0 1 11 51
Covariance Prediction in Large Portfolio Allocation 0 0 0 11 0 3 17 84
Forecasting Bitcoin risk measures: A robust approach 0 0 0 26 1 2 15 112
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 0 4 2 2 11 40
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach 1 1 4 14 1 2 21 43
Hierarchical risk clustering versus traditional risk-based portfolios: an empirical out-of-sample comparison 0 1 1 1 3 5 13 13
On the robustness of the principal volatility components 0 0 1 9 0 0 12 49
Robustness and the general dynamic factor model with infinite-dimensional space: Identification, estimation, and forecasting 0 0 0 4 0 1 11 33
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach 0 1 3 15 1 2 22 79
Total Journal Articles 1 4 12 98 9 26 149 540

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 0 2 12 12
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 0 2 12 12

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Statistics updated 2026-08-07