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 1 52 0 5 16 159
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 0 0 0 41 1 6 17 89
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 0 0 60 0 3 13 224
Total Working Papers 0 0 1 153 1 14 46 472

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 2 3 1 6 19 20
Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets 0 0 0 2 0 3 11 19
Equity market neutral hedge funds and the stock market: an application of score-driven copula models 0 0 2 18 0 6 33 109
How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? 0 0 0 30 0 2 10 103
Real convergence in Latin America: a fractionally integrated approach 0 0 0 6 0 2 9 53
Real convergence: empirical evidence for Latin America 0 0 0 34 0 1 19 155
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 4 0 3 11 29
Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 0 2 2 5 0 4 11 16
Score-driven copula models for portfolios of two risky assets 0 1 1 7 0 1 9 29
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar 0 0 0 2 0 2 11 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 0 1 6 32
Score-driven panel data models of the capital structure of US firms 0 1 1 2 0 3 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 3 9 27 43
Structural breaks in public finances in Central and Eastern European countries 0 0 0 9 0 3 13 81
Unemployment Hysteresis: Empirical Evidence for Latin America 0 1 1 2 0 3 13 20
Unemployment hysteresis: empirical evidence for Latin America 0 0 1 68 0 2 5 210
Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period 0 0 1 1 0 6 14 20
Total Journal Articles 1 6 11 203 4 57 230 1,032

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 0 10 16
Total Chapters 0 0 0 0 0 0 10 16

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Statistics updated 2026-07-10