Access Statistics for Mauricio Zevallos

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 95 1 13 22 270
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 2 17 1 5 10 80
Forecasting realized volatility: Does anything beat linear models? 0 0 0 0 1 6 9 14
Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano 0 0 1 32 3 9 14 165
Total Working Papers 0 0 4 144 6 33 55 529

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Forecasting Daily Peruvian Stock Market VolatilityRisk Using Intraday Returns 0 0 0 7 10 15 20 45
Analysis of the correlation structure of square time series 0 0 0 24 1 8 9 132
Assessing stock market dependence and contagion 0 0 0 25 1 4 7 72
Covariance Prediction in Large Portfolio Allocation 0 0 1 11 1 7 11 76
Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano 0 0 0 48 0 3 5 140
Estimación del riesgo bursátil peruano 0 0 0 39 0 2 3 136
Estimation and forecasting of long memory stochastic volatility models 0 0 5 10 0 5 15 37
Fitting non‐Gaussian persistent data 0 0 0 0 2 4 5 5
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 1 4 3 8 11 37
Forecasting realized volatility: Does anything beat linear models? 0 1 6 15 5 12 37 55
Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models 0 0 0 3 0 3 4 18
Metal Prices and International Market Risk in the Peruvian Stock Market 0 0 1 47 1 6 10 124
Metal Returns, Stock Returns and Stock Market Volatility 1 1 2 32 3 7 17 141
Minimum distance estimation of ARFIMA processes 0 0 0 9 0 3 4 44
Minimum distance estimation of long-memory stochastic duration models 0 0 0 0 0 1 2 2
Modeling and forecasting intraday VaR of an exchange rate portfolio 0 0 2 9 0 4 8 34
Total Journal Articles 1 2 18 283 27 92 168 1,098

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 2 5 6 6
Total Chapters 0 0 0 0 2 5 6 6

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Statistics updated 2026-03-04