Mauricio Zevallos : Citation Profile

4

H index

1

i10 index

37

Citations

RESEARCH PRODUCTION:

15

Articles

4

Papers

RESEARCH ACTIVITY:

   20 years (2004 - 2024). See details.
   Cites by year: 1
   Journals where Mauricio Zevallos has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 2 (5.13 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pze77
   Updated: 2025-04-12    RAS profile: 2025-03-17    
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Relations with other researchers

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:

Hallin, Marc (4)

Broto, Carmen (3)

Trucíos, Carlos (3)

Ruiz, Esther (3)

Valls Pereira, Pedro (2)

Kapetanios, George (2)

Humala, Alberto (2)

Mollick, Andre (2)

Rodríguez, Gabriel (2)

Hotta, Luiz (2)

Karanasos, Menelaos (1)

Cites to:

Hallin, Marc (15)

Bollerslev, Tim (15)

Laurent, Sébastien (14)

Engle, Robert (11)

Lippi, Marco (11)

Forni, Mario (9)

Barigozzi, Matteo (7)

Patton, Andrew (7)

Acharya, Viral (7)

Diebold, Francis (6)

Ledoit, Olivier (5)

Main data

Production by document typepaperarticle200420052006200720082009201020112012201320142015201620172018201920202021202220232024052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20042005200620072008200920102011201220132014201520162017201820192020202120222023202401020Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200420052006200720082009201020112012201320142015201620172018201920202021202220232024202502.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year200420052006200720082009201020112012201320142015201620172018201920202021202220232024051015Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents123456051015Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Mauricio Zevallos has published?

Journals with more than one article published# docs
Revista Econom�a4
Econometrics2

Recent works citing Mauricio Zevallos (2025 and 2024)

Year  ↓Title of citing document  ↓
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

2024Financial contagion dynamics from the US to the PIIGS amidst the global financial crisis. (2024). Tzomakas, Christos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:97:y:2024:i:c:s1062976924001017.

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

2025Positive time series regression models: theoretical and computational aspects. (2025). Prass, Taiane Schaedler ; Pumi, Guilherme ; Taufemback, Cleiton Guollo ; Carlos, Jonas Hendler. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:3:d:10.1007_s00180-024-01531-z.

Full description at Econpapers || Download paper

Works by Mauricio Zevallos:

Year  ↓Title  ↓Type  ↓Cited  ↓
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
2024Forecasting realized volatility: Does anything beat linear models? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article0
2024Forecasting realized volatility: Does anything beat linear models?.(2024) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
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
2019 UA 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]		article10
2011Fitting non‐Gaussian persistent data In: Applied Stochastic Models in Business and Industry.
[Full Text][Citation analysis]		article1
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 February, 4 2025. Contact: CitEc Team