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	2	5	11	257
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach	1	1	2	17	3	4	6	75
Forecasting realized volatility: Does anything beat linear models?	0	0	0	0	1	1	8	8
Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano	0	0	1	32	1	2	6	156
Total Working Papers	1	1	4	144	7	12	31	496

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	3	4	5	30
Analysis of the correlation structure of square time series	0	0	0	24	0	1	1	124
Assessing stock market dependence and contagion	0	0	0	25	1	2	3	68
Covariance Prediction in Large Portfolio Allocation	0	0	1	11	1	1	4	69
Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano	0	0	0	48	1	2	2	137
Estimación del riesgo bursátil peruano	0	0	0	39	1	1	1	134
Estimation and forecasting of long memory stochastic volatility models	0	0	5	10	1	1	12	32
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	0	0	3	29
Forecasting realized volatility: Does anything beat linear models?	0	1	9	14	3	7	31	43
Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models	0	0	0	3	0	0	3	15
Metal Prices and International Market Risk in the Peruvian Stock Market	0	0	2	47	1	3	7	118
Metal Returns, Stock Returns and Stock Market Volatility	0	1	1	31	1	7	12	134
Minimum distance estimation of ARFIMA processes	0	0	0	9	1	1	1	41
Minimum distance estimation of long-memory stochastic duration models	0	0	0	0	0	1	1	1
Modeling and forecasting intraday VaR of an exchange rate portfolio	0	0	2	9	1	1	5	30
Total Journal Articles	0	2	21	281	15	33	92	1,006

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Statistics updated 2025-12-06