Concepedia

Carlos Trucíos

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Statistics

Publications

11

Citations

359

H-Index

11

Active since

2015

Affiliations

Universidade Estadual de Campinas (UNICAMP)(Current)

Escola de Economia de São Paulo

Universidad Carlos III de Madrid

Université Libre de Bruxelles

Universidade Federal do Rio de Janeiro

Carlos Trucíos is an author at Universidade Estadual de Campinas (UNICAMP) specializing in finance, business, and financial economics.

Publications per year

2015–2022

11

Publications

11

Forecasting Bitcoin risk measures: A robust approach

Carlos Trucíos · International Journal of Forecasting · 2019 · 106 citations

Business, Finance, Financial Management +14

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

Carlos Trucíos, Aviral Kumar Tiwari, Faisal Alqahtani · Applied Economics · 2019 · 69 citations

Management, Finance, Risk Management +17

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

Carlos Trucíos, James W. Taylor · Journal of Forecasting · 2022 · 37 citations

Business, Economics, Finance +17

Robust bootstrap forecast densities for GARCH returns and volatilities

Carlos Trucíos, Luiz Koodi Hotta, Esther Ruiz · Journal of Statistical Computation and Simulation · 2017 · 29 citations

Business, Economics, Finance +17

Bootstrap prediction in univariate volatility models with leverage effect

Carlos Trucíos, Luiz Koodi Hotta · Mathematics and Computers in Simulation · 2015 · 24 citations

Business, Economics, Finance +16

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