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	2	95	1	1	8	253
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach	0	0	1	16	0	0	4	71
Forecasting realized volatility: Does anything beat linear models?	0	0	0	0	0	1	7	7
Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano	0	0	1	32	0	2	4	154
Total Working Papers	0	0	4	143	1	4	23	485

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	0	1	26
Analysis of the correlation structure of square time series	0	0	0	24	0	0	0	123
Assessing stock market dependence and contagion	0	0	0	25	1	1	2	67
Covariance Prediction in Large Portfolio Allocation	0	0	1	11	0	1	3	68
Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano	0	0	0	48	1	1	1	136
Estimación del riesgo bursátil peruano	0	0	0	39	0	0	0	133
Estimation and forecasting of long memory stochastic volatility models	0	1	6	10	0	2	14	31
Fitting non‐Gaussian persistent data	0	0	0	0	0	0	0	0
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	0	0	1	4	0	1	3	29
Forecasting realized volatility: Does anything beat linear models?	1	2	14	14	4	6	40	40
Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models	0	0	0	3	0	1	3	15
Metal Prices and International Market Risk in the Peruvian Stock Market	0	0	2	47	1	1	5	116
Metal Returns, Stock Returns and Stock Market Volatility	0	0	0	30	2	4	7	129
Minimum distance estimation of ARFIMA processes	0	0	0	9	0	0	0	40
Modeling and forecasting intraday VaR of an exchange rate portfolio	0	1	2	9	0	2	4	29
Total Journal Articles	1	4	26	280	9	20	83	982

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Statistics updated 2025-10-06