Mauricio Zevallos : Citation Profile

Are you Mauricio Zevallos?

4

H index

0

i10 index

35

Citations

RESEARCH PRODUCTION:

13

Articles

3

Papers

RESEARCH ACTIVITY:

   19 years (2004 - 2023). See details.
   Cites by year: 1
   Journals where Mauricio Zevallos has often published
   Relations with other researchers
   Recent citing documents: 7.    Total self citations: 2 (5.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pze77
   Updated: 2024-11-08    RAS profile: 2024-04-14    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Trucíos, Carlos (4)

Hotta, Luiz (4)

Hallin, Marc (3)

Valls Pereira, Pedro (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mauricio Zevallos.

Is cited by:

Hallin, Marc (4)

Ruiz, Esther (3)

Trucíos, Carlos (3)

Broto, Carmen (3)

Hotta, Luiz (2)

Kapetanios, George (2)

Humala, Alberto (2)

Mollick, Andre (2)

Valls Pereira, Pedro (2)

Rodríguez, Gabriel (2)

Sprincean, Nicu (1)

Cites to:

Hallin, Marc (15)

Laurent, Sébastien (12)

Lippi, Marco (11)

Engle, Robert (10)

Forni, Mario (9)

Bollerslev, Tim (9)

Acharya, Viral (7)

Barigozzi, Matteo (7)

Ledoit, Olivier (5)

Patton, Andrew (5)

Bauwens, Luc (5)

Main data

Where Mauricio Zevallos has published?

Journals with more than one article published# docs
Revista Economía4
Econometrics2

Recent works citing Mauricio Zevallos (2024 and 2023)

YearTitle of citing document
2023Estimated Impact of Covid-19 on Exchange Rate Risk of Multinational Enterprises Operating in Emerging Markets. (2023). Khazeh, Kashi ; Manakyan, Herman ; Arvi, Leonard. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2023-04-4.

Full description at Econpapers || Download paper

2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

Full description at Econpapers || Download paper

2023How does economic policy uncertainty (EPU) impact copper-firms stock returns? International evidence. (2023). Gahona-Flores, Orlando ; Espinosa-Mendez, Christian ; Maquieira, Carlos P. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000806.

Full description at Econpapers || Download paper

2023COVID-19 and stock returns: Evidence from the Markov switching dependence approach. (2023). Abedin, Mohammad Zoynul ; Sharif, Taimur ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000089.

Full description at Econpapers || Download paper

2024Performance of crypto-Forex portfolios based on intraday data. (2024). Lopez, Raquel ; Esparcia, Carlos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000096.

Full description at Econpapers || Download paper

2023Crisis transmission degree measurement under crisis propagation model. (2023). Jilani, Faouzi ; Hallara, Slaheddine ; Bedoui-Belghith, Imen. In: SN Business & Economics. RePEc:spr:snbeco:v:3:y:2023:i:1:d:10.1007_s43546-022-00361-9.

Full description at Econpapers || Download paper

Works by Mauricio Zevallos:

YearTitleTypeCited
2004Analysis of the correlation structure of square time series In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article8
2023Estimation and forecasting of long memory stochastic volatility models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2019Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach In: Working Papers ECARES.
[Full Text][Citation analysis]		paper4
2019Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach.(2019) In: Textos para discussão.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2022Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach.(2022) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2013Minimum distance estimation of ARFIMA processes In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]		article2
2022Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models In: Econometrics.
[Full Text][Citation analysis]		article0
2019Covariance Prediction in Large Portfolio Allocation In: Econometrics.
[Full Text][Citation analysis]		article3
2008Estimación del riesgo bursátil peruano In: Revista Economía.
[Full Text][Citation analysis]		article2
2015Metal Returns, Stock Returns and Stock Market Volatility In: Revista Economía.
[Full Text][Citation analysis]		article2
2017 Metal Prices and International Market Risk in the Peruvian Stock Market In: Revista Economía.
[Full Text][Citation analysis]		article0
2019A Note on Forecasting Daily Peruvian Stock Market VolatilityRisk Using Intraday Returns In: Revista Economía.
[Full Text][Citation analysis]		article0
2010Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano In: Revista Estudios Económicos.
[Full Text][Citation analysis]		article0
2014Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Assessing stock market dependence and contagion In: Quantitative Finance.
[Full Text][Citation analysis]		article9
2018Modeling and forecasting intraday VaR of an exchange rate portfolio In: Journal of Forecasting.
[Full Text][Citation analysis]		article5

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team