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Details about Astrid Loretta Ayala

E-mail:
Homepage:https://en.ufm.edu/catedraticos/astrid-loretta-ayala-castellanos/
Workplace:Escuela de Negocios (Business School), Universidad Francisco Marroquín (Francisco Marroquin University), (more information at EDIRC)

Access statistics for papers by Astrid Loretta Ayala.

Last updated 2020-02-14. Update your information in the RePEc Author Service.

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Working Papers

2019

  1. 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 Downloads View citations (1)
  2. 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 Downloads

2017

  1. Dynamic conditional score models with time-varying location, scale and shape parameters
    UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de Economía Downloads View citations (2)

Journal Articles

2019

  1. 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 Downloads View citations (1)

2018

  1. Score-driven copula models for portfolios of two risky assets
    The European Journal of Finance, 2018, 24, (18), 1861-1884 Downloads View citations (2)

2013

  1. Structural breaks in public finances in Central and Eastern European countries
    Economic Systems, 2013, 37, (1), 45-60 Downloads

2012

  1. Real convergence in Latin America: a fractionally integrated approach
    Applied Financial Economics, 2012, 22, (20), 1713-1717 Downloads
  2. Unemployment hysteresis: empirical evidence for Latin America
    Journal of Applied Economics, 2012, 15, 213-233 Downloads View citations (7)
 
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