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	1	2	95	0	1	4	249
Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach	1	1	1	72	1	1	5	144
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach	0	0	0	15	0	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	1	96
Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk	1	1	1	65	1	1	4	125
Robustness and the general dynamic factor model with infinite-dimensional space: identification, estimation, and forecasting	0	1	1	17	0	2	4	49
Total Working Papers	2	4	6	322	2	6	21	733

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	1	1	3	4	1	3	11	17
Bootstrap prediction in univariate volatility models with leverage effect	0	0	1	6	0	0	1	39
Covariance Prediction in Large Portfolio Allocation	1	1	1	11	1	1	2	66
Forecasting Bitcoin risk measures: A robust approach	0	1	1	26	1	2	7	95
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	0	0	0	3	0	1	5	27
Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach	2	4	4	6	4	6	9	14
On the robustness of the principal volatility components	0	0	0	8	1	2	3	37
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	1	2	2	11	1	3	6	51
Total Journal Articles	5	9	13	79	9	18	45	367

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Statistics updated 2025-05-12