| Assessing stock market dependence and contagion O Abbara, M Zevallos Quantitative Finance 14 (9), 1627-1641, 2014 | 28 | 2014 |
| Modeling and forecasting intraday VaR of an exchange rate portfolio O Abbara, M Zevallos Journal of Forecasting 37 (7), 729-738, 2018 | 12 | 2018 |
| 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 |
| Portfolio risk decomposition through pair-copula models O Abbara, M Zevallos Communications in Statistics: Case Studies, Data Analysis and Applications 3 …, 2017 | 4 | 2017 |
| A note on stochastic volatility model estimation O Abbara, M Zevallos Brazilian Review of Finance 17 (4), 22-32, 2019 | 3 | 2019 |
| Estimation and forecasting of long memory stochastic volatility models O Abbara, M Zevallos Studies in Nonlinear Dynamics & Econometrics 27 (1), 1-24, 2023 | 2 | 2023 |
| Testing the Long-Run Implications of the Expectation Hypothesis Using Co-integration Techniques with Structural Change EF Marçal, PL Valls Pereira, O Abbara Available at SSRN 1051841, 2007 | | 2007 |
