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Mauricio Zevallos


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Personal Details

First Name: Mauricio
Middle Name:
Last Name: Zevallos

RePEc Short-ID: pze77

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Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica
Location: Campinas, Sao Paulo, Brazil


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  1. Zevallos, Mauricio & Palma, Wilfredo, 2013. "Minimum distance estimation of ARFIMA processes," Computational Statistics & Data Analysis, Elsevier, vol. 58(C), pages 242-256.
  2. Del Carpio, Carlos & Zevallos, Mauricio, 2010. "Estimación de capital por riesgo de precio: Evaluandometodologías para el caso peruano," Revista Estudios Económicos, Banco Central de Reserva del Perú, issue 19, pages 47-62.
  3. Mauricio Zevallos, 2008. "Estimación del riesgo bursátil peruano," Revista Economía, Departamento de Economía - Pontificia Universidad Católica del Perú, issue 62, pages 109-126.
  4. Wilfredo Palma & Mauricio Zevallos, 2004. "Analysis of the correlation structure of square time series," Journal of Time Series Analysis, Wiley Blackwell, vol. 25(4), pages 529-550, 07.
  5. Maurício Zevallos Herencia & Luiz K. Hotta & Pedro L. Valls Pereira, 1998. "Filtragem e Previsão com Modelos de Voltalidade: Voltalidade Estocastica versus GARCH," Revista Brasileira de Economia, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil), vol. 52(2), pages 241-278, April.


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