Access Statistics for Astrid Loretta Ayala

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic conditional score models with time-varying location, scale and shape parameters 0 1 1 52 4 8 16 158
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 0 0 1 41 4 7 17 87
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 0 1 60 2 6 13 223
Total Working Papers 0 1 3 153 10 21 46 468

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Anticipating extreme losses using score-driven shape filters 0 0 1 2 5 8 18 19
Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets 0 0 0 2 3 5 12 19
Equity market neutral hedge funds and the stock market: an application of score-driven copula models 0 1 3 18 5 9 33 108
How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? 0 0 0 30 1 1 9 102
Real convergence in Latin America: a fractionally integrated approach 0 0 0 6 2 4 9 53
Real convergence: empirical evidence for Latin America 0 0 0 34 1 1 19 155
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 4 3 5 11 29
Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 2 2 5 5 4 7 14 16
Score-driven copula models for portfolios of two risky assets 1 1 1 7 1 3 9 29
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar 0 0 0 2 1 3 10 75
Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate 0 0 0 8 0 0 7 31
Score-driven panel data models of the capital structure of US firms 1 1 1 2 3 4 9 17
Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 0 0 0 2 2 10 21 36
Structural breaks in public finances in Central and Eastern European countries 0 0 0 9 2 4 12 80
Unemployment Hysteresis: Empirical Evidence for Latin America 1 1 1 2 2 3 13 19
Unemployment hysteresis: empirical evidence for Latin America 0 0 1 68 1 2 5 209
Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period 0 0 1 1 5 5 14 19
Total Journal Articles 5 6 14 202 41 74 225 1,016

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Default Risk of Sovereign Debt in Central America 0 0 0 0 0 1 10 16
Total Chapters 0 0 0 0 0 1 10 16

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Statistics updated 2026-05-06