Details about Astrid Loretta Ayala
Access statistics for papers by Astrid Loretta Ayala.
Last updated 2022-01-03. Update your information in the RePEc Author Service.
Jump to Journal Articles Chapters
- Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (1)
- Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía
- Dynamic conditional score models with time-varying location, scale and shape parameters
UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía View citations (3)
- Score-driven panel data models of the capital structure of US firms
Applied Economics Letters, 2021, 28, (19), 1666-1670
- Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar
SERIEs: Journal of the Spanish Economic Association, 2019, 10, (1), 65-92 View citations (3)
- Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate
Applied Economics, 2019, 51, (37), 4083-4103 View citations (3)
- Equity market neutral hedge funds and the stock market: an application of score-driven copula models
Applied Economics, 2018, 50, (37), 4005-4023 View citations (2)
- Score-driven copula models for portfolios of two risky assets
The European Journal of Finance, 2018, 24, (18), 1861-1884 View citations (2)
- Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score
Applied Economics, 2016, 48, (29), 2675-2696
- Real convergence: empirical evidence for Latin America
Applied Economics, 2013, 45, (22), 3220-3229 View citations (4)
- Structural breaks in public finances in Central and Eastern European countries
Economic Systems, 2013, 37, (1), 45-60
- How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone?
Applied Economics Letters, 2012, 19, (5), 471-476 View citations (1)
- Unemployment Hysteresis: Empirical Evidence for Latin America
Journal of Applied Economics, 2012, 15, (2), 213-233 View citations (7)
Also in Journal of Applied Economics, 2012, 15, 213-233 (2012) View citations (12)
- Default Risk of Sovereign Debt in Central America
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.