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 2 2 5 145
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 0 0 2 41 2 2 8 75
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 0 1 60 2 4 7 215
Total Working Papers 0 0 3 152 6 8 20 435

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 0 1 0 0 1 2
Comparison of Score-Driven Equity-Gold Portfolios During the COVID-19 Pandemic Using Model Confidence Sets 0 0 0 2 0 1 4 9
Equity market neutral hedge funds and the stock market: an application of score-driven copula models 0 1 7 17 1 4 20 83
How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? 0 0 0 30 1 1 4 94
Real convergence in Latin America: a fractionally integrated approach 0 0 0 6 1 1 2 45
Real convergence: empirical evidence for Latin America 0 0 0 34 0 1 6 139
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 4 0 0 4 18
Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 0 0 3 3 0 0 5 5
Score-driven copula models for portfolios of two risky assets 0 0 0 6 1 1 4 21
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar 0 0 0 2 0 0 6 67
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 1 6 27
Score-driven panel data models of the capital structure of US firms 0 0 0 1 2 2 5 11
Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 0 0 0 2 2 3 6 19
Structural breaks in public finances in Central and Eastern European countries 0 0 0 9 1 2 5 70
Unemployment Hysteresis: Empirical Evidence for Latin America 0 0 1 1 3 4 9 11
Unemployment hysteresis: empirical evidence for Latin America 0 0 0 67 0 0 3 205
Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period 0 0 0 0 0 1 7 7
Total Journal Articles 0 1 11 193 13 22 97 833

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 1 3 7
Total Chapters 0 0 0 0 1 1 3 7

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Statistics updated 2025-11-08