3
H index
1
i10 index
30
Citations
Astrid Loretta Ayala : Citation Profile
Universidad Francisco Marroquín | RESEARCH PRODUCTION: 12 Articles 3 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2012 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Astrid Loretta Ayala. | Is cited by:
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Main data
Where Astrid Loretta Ayala has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 4 |
| Applied Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía | 3 |
Recent works citing Astrid Loretta Ayala (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Anticipating extreme losses using score-driven shape filters. (2023). Blazsek, Szabolcs ; Alvaro, Escribano ; Szabolcs, Blazsek ; Astrid, Ayala. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:4:p:449-484:n:1. Full description at Econpapers || Download paper |
| 2023 | A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score. (2023). Li, Handong ; Song, Shijia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:203-214. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Astrid Loretta Ayala:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 12 |
| 2012 | Unemployment Hysteresis: Empirical Evidence for Latin America.(2012) In: Journal of Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | article | |
| 2017 | Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 2 |
| 2013 | Structural breaks in public finances in Central and Eastern European countries In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
| 2015 | Default Risk of Sovereign Debt in Central America In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2019 | Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] | article | 2 |
| 2012 | How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2021 | Score-driven panel data models of the capital structure of US firms In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2013 | Real convergence: empirical evidence for Latin America In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2016 | Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Equity market neutral hedge funds and the stock market: an application of score-driven copula models In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2019 | Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2018 | Score-driven copula models for portfolios of two risky assets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team