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 1 1 96 1 3 21 273
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 1 17 0 4 13 84
Forecasting realized volatility: Does anything beat linear models? 0 0 0 0 5 11 19 25
Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano 0 0 0 32 1 2 15 167
Total Working Papers 0 1 2 145 7 20 68 549

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 0 4 24 50
Analysis of the correlation structure of square time series 0 0 0 24 0 2 13 136
Assessing stock market dependence and contagion 0 0 0 25 0 1 7 73
Covariance Prediction in Large Portfolio Allocation 0 0 0 11 0 6 17 84
Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano 0 0 0 48 0 3 8 143
Estimación del riesgo bursátil peruano 0 0 0 39 0 1 4 137
Estimation and forecasting of long memory stochastic volatility models 0 0 2 11 0 2 13 42
Fitting non‐Gaussian persistent data 0 0 0 0 0 0 6 6
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach 0 0 0 4 0 1 10 38
Forecasting realized volatility: Does anything beat linear models? 3 6 9 21 9 24 47 81
Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models 0 0 0 3 0 1 6 20
Metal Prices and International Market Risk in the Peruvian Stock Market 0 0 0 47 0 0 10 125
Metal Returns, Stock Returns and Stock Market Volatility 0 2 4 34 0 5 24 149
Minimum distance estimation of ARFIMA processes 0 0 0 9 0 3 7 47
Minimum distance estimation of long-memory stochastic duration models 0 0 0 0 1 4 6 6
Modeling and forecasting intraday VaR of an exchange rate portfolio 0 0 1 9 0 2 9 36
Total Journal Articles 3 8 16 292 10 59 211 1,173

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 4 12 12
Total Chapters 0 0 0 0 1 4 12 12

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Statistics updated 2026-07-10