Carlos Trucíos

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach Journal of Business and Economic Statistics	2024-08-13	Paper
Bootstrap prediction in univariate volatility models with leverage effect Mathematics and Computers in Simulation	2021-02-19	Paper
Robust bootstrap densities for dynamic conditional correlations: implications for portfolio selection and Value-at-Risk Journal of Statistical Computation and Simulation	2020-04-23	Paper
Robust bootstrap forecast densities for GARCH returns and volatilities Journal of Statistical Computation and Simulation	2020-04-22	Paper

Research outcomes over time

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