3
H index
0
i10 index
31
Citations
| 3 H index 0 i10 index 31 Citations RESEARCH PRODUCTION: 11 Articles 3 Papers RESEARCH ACTIVITY: 15 years (2004 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pze77 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mauricio Zevallos. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Revista Economía | 4 |
Year | Title of citing document |
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2023 | Estimated 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 |
2023 | How 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 |
2023 | COVID-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 |
2023 | Crisis 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 |
Year | Title | Type | Cited |
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2004 | Analysis of the correlation structure of square time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
2019 | Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 3 |
2019 | Forecasting 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: 3 | paper | |
2013 | Minimum distance estimation of ARFIMA processes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
2019 | Covariance Prediction in Large Portfolio Allocation In: Econometrics. [Full Text][Citation analysis] | article | 3 |
2008 | Estimación del riesgo bursátil peruano In: Revista EconomÃa. [Full Text][Citation analysis] | article | 2 |
2015 | Metal Returns, Stock Returns and Stock Market Volatility In: Revista EconomÃa. [Full Text][Citation analysis] | article | 2 |
2017 | Precio internacional de los metales y riesgo de mercado en la Bolsa de Valores de Lima In: Revista EconomÃa. [Full Text][Citation analysis] | article | 0 |
2019 | Una nota sobre el pronóstico del riesgo diario de volatilidad en el mercado de valores peruano utilizando retornos intradÃÂa In: Revista EconomÃa. [Full Text][Citation analysis] | article | 0 |
2010 | Estimación de capital por riesgo de precio: EvaluandometodologÃas para el caso peruano In: Revista Estudios Económicos. [Full Text][Citation analysis] | article | 0 |
2014 | Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2014 | Assessing stock market dependence and contagion In: Quantitative Finance. [Full Text][Citation analysis] | article | 8 |
2011 | Fitting non?Gaussian persistent data In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
2018 | Modeling and forecasting intraday VaR of an exchange rate portfolio In: Journal of Forecasting. [Full Text][Citation analysis] | article | 3 |
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