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 0 0 51 0 3 6 146
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 0 0 2 41 2 4 10 77
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 0 1 60 1 3 8 216
Total Working Papers 0 0 3 152 3 10 24 439

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 1 1 1 2 2 2 3 4
Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets 0 0 0 2 2 2 5 11
Equity market neutral hedge funds and the stock market: an application of score-driven copula models 0 0 7 17 6 7 24 89
How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? 0 0 0 30 4 8 11 101
Real convergence in Latin America: a fractionally integrated approach 0 0 0 6 2 4 5 48
Real convergence: empirical evidence for Latin America 0 0 0 34 2 4 9 143
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 4 0 1 4 19
Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 0 0 3 3 1 2 6 7
Score-driven copula models for portfolios of two risky assets 0 0 0 6 1 2 5 22
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar 0 0 0 2 0 2 8 69
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 1 2 6 28
Score-driven panel data models of the capital structure of US firms 0 0 0 1 1 4 7 13
Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 0 0 0 2 0 4 7 21
Structural breaks in public finances in Central and Eastern European countries 0 0 0 9 2 5 9 74
Unemployment Hysteresis: Empirical Evidence for Latin America 0 0 1 1 2 5 10 13
Unemployment hysteresis: empirical evidence for Latin America 0 1 1 68 0 1 4 206
Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period 0 0 0 0 1 2 5 9
Total Journal Articles 1 2 13 195 27 57 128 877

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 6 7 9 13
Total Chapters 0 0 0 0 6 7 9 13

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-01-09