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Carlos Trucíos · Study

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Carlos Trucíos

5 works· latest 2022· 2 institutionscluster: provisionalORCID 0000-0001-8746-8877

h-index5

i105

Citations273

Works here5

15

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22

Most cited in this library

Forecasting Bitcoin risk measures: A robust approach2019 · 107 citations
Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach2019 · 69 citations
A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies2022 · 41 citations
Robust bootstrap forecast densities for GARCH returns and volatilities2017 · 31 citations
Bootstrap prediction in univariate volatility models with leverage effect2015 · 25 citations

Works

5 shown

A comparison of methods for forecasting value at risk and expected shortfall of cryptocurrencies

Journal of Forecasting·2022·1 author

41citations

Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach

Applied Economics·2019·3 authors

69citations

Forecasting Bitcoin risk measures: A robust approach

International Journal of Forecasting·2019·1 author

107citations

Robust bootstrap forecast densities for GARCH returns and volatilities

Journal of Statistical Computation and Simulation·2017·3 authors

31citations

Bootstrap prediction in univariate volatility models with leverage effect

Mathematics and Computers in Simulation·2015·2 authors

25citations