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 2 53 0 1 17 160
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 0 0 0 41 0 1 17 90
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 0 0 60 0 1 12 225
Total Working Papers 0 1 2 154 0 3 46 475

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 2 3 1 1 19 21
Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets 1 1 1 3 1 1 11 20
Equity market neutral hedge funds and the stock market: an application of score-driven copula models 0 0 1 18 2 6 33 115
How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? 0 0 0 30 0 1 11 104
Real convergence in Latin America: a fractionally integrated approach 1 1 1 7 3 4 13 57
Real convergence: empirical evidence for Latin America 0 0 0 34 0 0 16 155
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 4 1 2 13 31
Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 1 1 3 6 1 2 13 18
Score-driven copula models for portfolios of two risky assets 0 0 1 7 0 1 10 30
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar 0 0 0 2 0 0 9 76
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 8 34
Score-driven panel data models of the capital structure of US firms 0 0 1 2 0 2 10 19
Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 0 0 0 2 0 1 27 44
Structural breaks in public finances in Central and Eastern European countries 0 0 0 9 1 2 14 83
Unemployment Hysteresis: Empirical Evidence for Latin America 0 0 1 2 0 2 14 22
Unemployment hysteresis: empirical evidence for Latin America 0 0 1 68 0 1 6 211
Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period 0 0 1 1 1 1 14 21
Total Journal Articles 3 3 13 206 12 29 241 1,061

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 3 6 16 22
Total Chapters 0 0 0 0 3 6 16 22

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Statistics updated 2026-10-11