Mauricio Zevallos
Names
| first: |
Mauricio |
| last: |
Zevallos |
Identifer
Contact
Affiliations
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Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica
- http://www.ime.unicamp.br/
- location: Campinas, Sao Paulo, Brazil
Research profile
author of:
- Analysis of the correlation structure of square time series (RePEc:bla:jtsera:v:25:y:2004:i:4:p:529-550)
by Wilfredo Palma & Mauricio Zevallos - Estimation and forecasting of long memory stochastic volatility models (RePEc:bpj:sndecm:v:27:y:2023:i:1:p:1-24:n:2)
by Abbara Omar & Zevallos Mauricio - Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: a General Dynamic Factor Approach (RePEc:eca:wpaper:2013/288066)
by Marc Hallin & Luis K. Hotta & João H. G Mazzeu & Carlos Cesar Trucios-Maza & Pedro L. Valls Pereira & Mauricio Zevallos - Minimum distance estimation of ARFIMA processes (RePEc:eee:csdana:v:58:y:2013:i:c:p:242-256)
by Zevallos, Mauricio & Palma, Wilfredo - Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach (RePEc:fgv:eesptd:505)
by Trucíos Maza, Carlos César & Mazzeu, João H. G. & Hallin, Marc & Hotta, Luiz Koodi & Pereira, Pedro L. Valls & Zevallos, Mauricio - Maximum Likelihood Inference for Asymmetric Stochastic Volatility Models (RePEc:gam:jecnmx:v:11:y:2022:i:1:p:1-:d:1013050)
by Omar Abbara & Mauricio Zevallos - Covariance Prediction in Large Portfolio Allocation (RePEc:gam:jecnmx:v:7:y:2019:i:2:p:19-:d:229754)
by Carlos Trucíos & Mauricio Zevallos & Luiz K. Hotta & André A. P. Santos - Estimación del riesgo bursátil peruano (RePEc:pcp:pucrev:y:2008:i:62:p:109-126)
by Mauricio Zevallos - Metal Returns, Stock Returns and Stock Market Volatility (RePEc:pcp:pucrev:y:2015:i:75:p:101-122)
by Mauricio Zeballos & Carlos del Carpio - Metal Prices and International Market Risk in the Peruvian Stock Market (RePEc:pcp:pucrev:y:2017:i:79:p:87-104)
by Mauricio Zevallos & Fernanda Villarreal & Carlos Del Carpio & Omar Abbara - A Note on Forecasting Daily Peruvian Stock Market VolatilityRisk Using Intraday Returns (RePEc:pcp:pucrev:y:2019:i:84:p:94-101)
by Mauricio Zevallos - Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano (RePEc:rbp:esteco:ree-19-03)
by Del Carpio, Carlos & Zevallos, Mauricio - Influencia de los precios de los metales y el mercado internacional en el riesgo bursátil peruano (RePEc:rbp:wpaper:2014-023)
by Zevallos, Mauricio & Villarreal, Fernanda & Del Carpio, Carlos & Abbara, Omar - Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach (RePEc:taf:jnlbes:v:41:y:2022:i:1:p:40-52)
by Carlos Trucíos & João H. G. Mazzeu & Marc Hallin & Luiz K. Hotta & Pedro L. Valls Pereira & Mauricio Zevallos - Assessing stock market dependence and contagion (RePEc:taf:quantf:v:14:y:2014:i:9:p:1627-1641)
by Omar Abbara & Mauricio Zevallos - Fitting non‐Gaussian persistent data (RePEc:wly:apsmbi:v:27:y:2011:i:1:p:23-36)
by Wilfredo Palma & Mauricio Zevallos - Modeling and forecasting intraday VaR of an exchange rate portfolio (RePEc:wly:jforec:v:37:y:2018:i:7:p:729-738)
by Omar Abbara & Mauricio Zevallos