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 1 1 96 0 2 22 272
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach 0 0 1 73 1 4 14 158
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 2 17 1 4 14 84
On the robustness of the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 58 0 1 16 113
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk 0 0 3 68 1 6 20 147
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting 0 0 0 17 2 8 19 68
Total Working Papers 0 1 7 329 5 25 105 842

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 1 1 2 6 4 8 14 32
Bootstrap prediction in univariate volatility models with leverage effect 0 0 1 8 1 4 11 51
Covariance Prediction in Large Portfolio Allocation 0 0 0 11 3 8 18 84
Forecasting Bitcoin risk measures: A robust approach 0 0 0 26 1 4 16 111
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 1 4 0 1 11 38
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach 0 0 6 13 1 3 27 42
Hierarchical risk clustering versus traditional risk-based portfolios: an empirical out-of-sample comparison 0 0 0 0 1 9 9 9
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 1 6 12 33
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach 0 0 2 14 0 2 23 77
Total Journal Articles 1 1 13 95 12 46 153 526

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 1 5 11 11
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 1 5 11 11

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Statistics updated 2026-06-04