| Assessing stock market dependence and contagion O Abbara, M Zevallos Quantitative Finance 14 (9), 1627-1641, 2014 | 28 | 2014 |
| Analysis of the correlation structure of square time series W Palma, M Zevallos Journal of Time Series Analysis 25 (4), 529-550, 2004 | 28 | 2004 |
| Analysis of contagion in emerging markets J de Paula, LK Hotta, M Zevallos Journal of Data Science 6, 601-626, 2008 | 26 | 2008 |
| Relationship between body mass index, age, and serum adrenal androgen levels in Peruvian children living at high altitude and at sea level GF Gonzales, A Villena, C Gonez, M Zevallos Human biology, 145-153, 1994 | 23 | 1994 |
| Covariance prediction in large portfolio allocation C Trucíos, M Zevallos, LK Hotta, AAP Santos Econometrics 7 (2), 19, 2019 | 18 | 2019 |
| Forecasting conditional covariance matrices in high-dimensional time series: a general dynamic factor approach C Trucíos, JHG Mazzeu, M Hallin, LK Hotta, PL Valls Pereira, M Zevallos Journal of Business & Economic Statistics 41 (1), 40-52, 2022 | 17 | 2022 |
| A note on influence diagnostics in AR (1) time series models M Zevallos, B Santos, LK Hotta Journal of Statistical Planning and Inference 142 (11), 2999-3007, 2012 | 14 | 2012 |
| Modeling and forecasting intraday VaR of an exchange rate portfolio O Abbara, M Zevallos Journal of Forecasting 37 (7), 729-738, 2018 | 12 | 2018 |
| Fitting non‐Gaussian persistent data W Palma, M Zevallos Applied Stochastic Models in Business and Industry 27 (1), 23-36, 2011 | 11 | 2011 |
| Minimum distance estimation of ARFIMA processes M Zevallos, W Palma Computational statistics & data analysis 58, 242-256, 2013 | 10 | 2013 |
| Estimación del riesgo bursátil peruano M Zevallos Economía 31 (62), 109-126, 2008 | 10 | 2008 |
| Metal returns, stock returns and stock market volatility M Zevallos, C Del Carpio Economía 38 (75), 101-122, 2015 | 9 | 2015 |
| Influential observations in GARCH models M Zevallos, LK Hotta Journal of Statistical Computation and Simulation 82 (11), 1571-1589, 2012 | 9 | 2012 |
| Bayesian estimation and prediction of stochastic volatility models via INLA R Ehlers, M Zevallos Communications in Statistics-Simulation and Computation 44 (3), 683-693, 2015 | 7 | 2015 |
| Metal prices and international market risk in the peruvian stock market M Zevallos, F Villarreal, C Del Carpio, O Abbara Economia 40 (79), 87-104, 2017 | 5 | 2017 |
| Riemann manifold Langevin methods on stochastic volatility estimation M Zevallos, L Gasco, R Ehlers Communications in Statistics-Simulation and Computation 46 (10), 7942-7956, 2017 | 4 | 2017 |
| Portfolio risk decomposition through pair-copula models O Abbara, M Zevallos Communications in Statistics: Case Studies, Data Analysis and Applications 3 …, 2017 | 4 | 2017 |
| Test of outliers and influential observations in GARCH models: A review LK Hotta, M Zevallos Estad istica 64 (10), 99-119, 2013 | 4 | 2013 |
| A note on stochastic volatility model estimation O Abbara, M Zevallos Brazilian Review of Finance 17 (4), 22-32, 2019 | 3 | 2019 |
| Slope influence diagnostics in conditional heteroscedastic time series models M Zevallos, LK Hotta | 3 | 2015 |
