Access Statistics for Mauricio Zevallos

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	95	3	7	14	260
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach	0	1	2	17	0	4	6	75
Forecasting realized volatility: Does anything beat linear models?	0	0	0	0	0	1	3	8
Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano	0	0	1	32	2	4	8	158
Total Working Papers	0	1	4	144	5	16	31	501

Journal Article	File Downloads				Abstract Views
Journal Article	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	0	4	5	30
Analysis of the correlation structure of square time series	0	0	0	24	1	2	2	125
Assessing stock market dependence and contagion	0	0	0	25	3	4	6	71
Covariance Prediction in Large Portfolio Allocation	0	0	1	11	2	3	6	71
Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano	0	0	0	48	0	1	2	137
Estimación del riesgo bursátil peruano	0	0	0	39	1	2	2	135
Estimation and forecasting of long memory stochastic volatility models	0	0	5	10	4	5	16	36
Fitting non‐Gaussian persistent data	0	0	0	0	0	1	1	1
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	0	0	1	4	1	1	4	30
Forecasting realized volatility: Does anything beat linear models?	1	1	6	15	3	6	29	46
Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models	0	0	0	3	2	2	5	17
Metal Prices and International Market Risk in the Peruvian Stock Market	0	0	2	47	2	4	9	120
Metal Returns, Stock Returns and Stock Market Volatility	0	1	1	31	1	6	13	135
Minimum distance estimation of ARFIMA processes	0	0	0	9	1	2	2	42
Minimum distance estimation of long-memory stochastic duration models	0	0	0	0	1	2	2	2
Modeling and forecasting intraday VaR of an exchange rate portfolio	0	0	2	9	1	2	6	31
Total Journal Articles	1	2	18	282	23	47	110	1,029

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Statistics updated 2026-01-09