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Mauricio Zevallos

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This is information that was supplied by Mauricio Zevallos in registering through RePEc. If you are Mauricio Zevallos , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Mauricio
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Last Name: Zevallos
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RePEc Short-ID: pze77

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Affiliation

Universidade Estadual de Campinas, Instituto de Matemática, Estatística e Computação Científica
Homepage: http://www.ime.unicamp.br/
Location: Campinas, Sao Paulo, Brazil

Works

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Articles

  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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