Mauricio Zevallos

Available identifiers

Publication	Date of Publication	Type
Forecasting Conditional Covariance Matrices in High-Dimensional Time Series: A General Dynamic Factor Approach	2024-08-13	Paper
On the asymptotic distribution of sample autocovariance differences of long-memory processes	2023-09-01	Paper
Estimation and forecasting of long memory stochastic volatility models	2023-05-03	Paper
Riemann manifold Langevin methods on stochastic volatility estimation	2018-02-12	Paper
A note on curvature influence diagnostics in elliptical regression models	2017-11-01	Paper
Minimum distance estimation of ARFIMA processes	2017-06-30	Paper
Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA	2015-06-03	Paper
Assessing stock market dependence and contagion	2015-04-16	Paper
Slope influence diagnostics in conditional heteroscedastic time series models	2014-12-12	Paper
Fitting non-Gaussian persistent data	2013-11-15	Paper
Influential observations in GARCH models	2013-06-12	Paper
A note on influence diagnostics in AR(1) time series models	2012-09-18	Paper
Analysis of the correlation structure of square time series	2005-05-20	Paper

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