Mauricio Zevallos : Citation Profile


Are you Mauricio Zevallos?

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H index

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i10 index

18

Citations

RESEARCH PRODUCTION:

9

Articles

1

Papers

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 1
   Journals where Mauricio Zevallos has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 1 (5.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pze77
   Updated: 2020-10-17    RAS profile: 2019-06-17    
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Relations with other researchers


Works with:

del Carpio, Carlos (2)

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

Is cited by:

Ruiz, Esther (3)

Broto, Carmen (3)

Mollick, Andre (2)

Rodríguez, Gabriel (2)

Humala, Alberto (2)

Shahbaz, Muhammad (1)

Giraitis, Liudas (1)

Türsoy, Turgut (1)

Karanasos, Menelaos (1)

Cites to:

Acharya, Viral (7)

Bollerslev, Tim (5)

Patton, Andrew (4)

Baillie, Richard (3)

Engle, Robert (3)

Granger, Clive (3)

Karanasos, Menelaos (3)

Danielsson, Jon (3)

Lobato, Ignacio (3)

Robinson, Peter (2)

Espino, Freddy (2)

Main data


Where Mauricio Zevallos has published?


Journals with more than one article published# docs
Revista Economa3

Recent works citing Mauricio Zevallos (2020 and 2019)


YearTitle of citing document
2019 Una nota sobre el pronóstico del riesgo diario de volatilidad en el mercado de valores peruano utilizando retornos intradía. (2019). Zevallos, Mauricio. In: Revista Economía. RePEc:pcp:pucrev:y:2019:i:84:p:94-101.

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.
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article8
2013Minimum distance estimation of ARFIMA processes In: Computational Statistics & Data Analysis.
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article2
2008Estimación del riesgo bursátil peruano In: Revista Economía.
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article3
2015Metal Returns, Stock Returns and Stock Market Volatility In: Revista Economía.
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article1
2017 Precio internacional de los metales y riesgo de mercado en la Bolsa de Valores de Lima In: Revista Economía.
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article0
2010Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano In: Revista Estudios Económicos.
[Full Text][Citation analysis]
article1
2014Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano In: Working Papers.
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paper0
2014Assessing stock market dependence and contagion In: Quantitative Finance.
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article3
2011Fitting non‐Gaussian persistent data In: Applied Stochastic Models in Business and Industry.
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article0
2018Modeling and forecasting intraday VaR of an exchange rate portfolio In: Journal of Forecasting.
[Full Text][Citation analysis]
article0

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