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 96 1 2 22 274
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach 0 0 1 17 2 2 15 86
Forecasting realized volatility: Does anything beat linear models? 0 0 0 0 2 7 20 27
Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano 0 0 0 32 0 2 14 168
Total Working Papers 0 0 2 145 5 13 71 555

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 0 24 50
Analysis of the correlation structure of square time series 0 1 1 25 0 2 15 138
Assessing stock market dependence and contagion 0 0 0 25 0 0 7 73
Covariance Prediction in Large Portfolio Allocation 0 0 0 11 0 0 16 84
Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano 0 0 0 48 0 1 9 144
Estimación del riesgo bursátil peruano 0 0 0 39 0 0 4 137
Estimation and forecasting of long memory stochastic volatility models 0 0 1 11 3 4 15 46
Finite-sample properties of the Campbell and Thompson out-of-sample R2 0 0 0 0 1 2 2 2
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 2 11 40
Forecasting realized volatility: Does anything beat linear models? 1 5 10 23 10 28 64 100
Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models 0 0 0 3 1 1 6 21
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 0 4 34 0 2 24 151
Minimum distance estimation of ARFIMA processes 0 0 0 9 0 1 8 48
Minimum distance estimation of long-memory stochastic duration models 0 0 0 0 0 1 6 6
Modeling and forecasting intraday VaR of an exchange rate portfolio 0 0 0 9 0 0 7 36
Total Journal Articles 1 6 16 295 15 44 234 1,207

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

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Statistics updated 2026-09-10