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 1 1 1 52 2 6 10 152
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 0 0 1 41 2 7 12 82
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 0 1 60 1 3 8 218
Total Working Papers 1 1 3 153 5 16 30 452

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 1 1 2 2 11 12 13
Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets 0 0 0 2 2 7 10 16
Equity market neutral hedge funds and the stock market: an application of score-driven copula models 0 0 6 17 0 16 31 99
How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? 0 0 0 30 0 4 8 101
Real convergence in Latin America: a fractionally integrated approach 0 0 0 6 1 4 6 50
Real convergence: empirical evidence for Latin America 0 0 0 34 0 13 18 154
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 4 1 6 7 25
Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 0 0 3 3 2 5 10 11
Score-driven copula models for portfolios of two risky assets 0 0 0 6 1 6 8 27
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar 0 0 0 2 1 4 8 73
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 4 7 31
Score-driven panel data models of the capital structure of US firms 0 0 0 1 0 1 5 13
Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 0 0 0 2 5 10 17 31
Structural breaks in public finances in Central and Eastern European countries 0 0 0 9 2 6 10 78
Unemployment Hysteresis: Empirical Evidence for Latin America 0 0 0 1 1 6 11 17
Unemployment hysteresis: empirical evidence for Latin America 0 0 1 68 0 1 3 207
Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period 0 1 1 1 0 6 9 14
Total Journal Articles 0 2 12 196 18 110 180 960

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 1 9 10 16
Total Chapters 0 0 0 0 1 9 10 16

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Statistics updated 2026-03-04