Carlos Trucíos

From MaRDI portal
Person:2228746

Available identifiers

zbMath Open trucios.carlosMaRDI QIDQ2228746

List of research outcomes





PublicationDate of PublicationType
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach2024-08-13Paper
Bootstrap prediction in univariate volatility models with leverage effect2021-02-19Paper
Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk2020-04-23Paper
Robust bootstrap forecast densities for GARCH returns and volatilities2020-04-22Paper

Research outcomes over time

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