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	2	3	7	252
Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach	1	1	1	16	1	1	4	71
Forecasting realized volatility: Does anything beat linear models?	0	0	0	0	0	0	6	6
Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano	0	0	2	32	0	0	3	152
Total Working Papers	1	1	5	143	3	4	20	481

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	1	2	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	0	1	1	66
Covariance Prediction in Large Portfolio Allocation	0	1	1	11	1	2	2	67
Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano	0	0	0	48	0	0	0	135
Estimación del riesgo bursátil peruano	0	0	0	39	0	0	0	133
Estimation and forecasting of long memory stochastic volatility models	1	1	6	9	2	4	14	29
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	1	1	1	4	1	1	5	28
Forecasting realized volatility: Does anything beat linear models?	0	1	12	12	2	10	34	34
Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models	0	0	1	3	0	0	3	14
Metal Prices and International Market Risk in the Peruvian Stock Market	0	1	5	47	0	1	9	115
Metal Returns, Stock Returns and Stock Market Volatility	0	0	0	30	0	1	3	125
Minimum distance estimation of ARFIMA processes	0	0	0	9	0	0	0	40
Modeling and forecasting intraday VaR of an exchange rate portfolio	1	1	1	8	1	1	2	27
Total Journal Articles	3	6	27	276	7	22	75	962

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Statistics updated 2025-07-04