4
H index
0
i10 index
35
Citations
Mauricio Zevallos : Citation Profile
| RESEARCH PRODUCTION: 13 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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19 years (2004 - 2023). 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:
| Cites to:
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Main data
Where Mauricio Zevallos has published?
| Journals with more than one article published | # docs |
|---|---|
| Revista Economa | 4 |
| Econometrics | 2 |
Recent works citing Mauricio Zevallos (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | On the robustness of the general dynamic factor model with inï¬nite-dimensional space: identiï¬cation, estimation, and forecasting. (2019). Hallin, Marc ; Valls, Pedro L ; Hotta, Luis K ; Trucios-Maza, Carlos Cesar. In: Working Papers ECARES. RePEc:eca:wpaper:2013/298201. Full description at Econpapers || Download paper |
| 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 |
| 2024 | Inferential 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 |
| 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 |
| 2024 | Performance 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 |
| 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 |
Works by Mauricio Zevallos:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2004 | Analysis of the correlation structure of square time series In: Journal of Time Series Analysis. [Full Text][Citation analysis] | article | 8 |
| 2023 | Estimation and forecasting of long memory stochastic volatility models In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach In: Working Papers ECARES. [Full Text][Citation analysis] | paper | 4 |
| 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: 4 | paper | |
| 2022 | Forecasting 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 | |
| 2013 | Minimum distance estimation of ARFIMA processes In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 2 |
| 2022 | Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Covariance Prediction in Large Portfolio Allocation In: Econometrics. [Full Text][Citation analysis] | article | 3 |
| 2008 | Estimación del riesgo bursátil peruano In: Revista Economía. [Full Text][Citation analysis] | article | 2 |
| 2015 | Metal Returns, Stock Returns and Stock Market Volatility In: Revista Economía. [Full Text][Citation analysis] | article | 2 |
| 2017 | Metal Prices and International Market Risk in the Peruvian Stock Market In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2019 | A Note on Forecasting Daily Peruvian Stock Market VolatilityRisk Using Intraday Returns In: Revista Economía. [Full Text][Citation analysis] | article | 0 |
| 2010 | Estimación de capital por riesgo de precio: Evaluandometodologías 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 | 9 |
| 2018 | Modeling and forecasting intraday VaR of an exchange rate portfolio In: Journal of Forecasting. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team