Details about Astrid Loretta Ayala
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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- 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 (2)
- 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 (1)
- Score-driven copula models for portfolios of two risky assets
The European Journal of Finance, 2018, 24, (18), 1861-1884 View citations (2)
- Structural breaks in public finances in Central and Eastern European countries
Economic Systems, 2013, 37, (1), 45-60
- Real convergence in Latin America: a fractionally integrated approach
Applied Financial Economics, 2012, 22, (20), 1713-1717
- Unemployment hysteresis: empirical evidence for Latin America
Journal of Applied Economics, 2012, 15, 213-233 View citations (7)
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