Astrid Loretta Ayala : Citation Profile


Are you Astrid Loretta Ayala?

Universidad Francisco Marroquín

3

H index

1

i10 index

33

Citations

RESEARCH PRODUCTION:

12

Articles

3

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2012 - 2021). See details.
   Cites by year: 3
   Journals where Astrid Loretta Ayala has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 2 (5.71 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pay56
   Updated: 2024-11-04    RAS profile: 2022-01-03    
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Relations with other researchers


Works with:

Blazsek, Szabolcs (5)

Escribano, Alvaro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Astrid Loretta Ayala.

Is cited by:

Blazsek, Szabolcs (9)

Escribano, Alvaro (8)

Phiri, Andrew (4)

Shahbaz, Muhammad (2)

Moyo, Clement (2)

Stewart, Chris (2)

Khobai, hlalefang (2)

Omay, Tolga (2)

Furuoka, Fumitaka (1)

Akdoğan, Kurmaş (1)

YAYA, OLAOLUWA (1)

Cites to:

Blazsek, Szabolcs (23)

Bollerslev, Tim (19)

Harvey, Andrew (18)

Koopman, Siem Jan (13)

Lucas, Andre (10)

Kočenda, Evžen (10)

Shephard, Neil (8)

Kutan, Ali (8)

Creal, Drew (7)

Escribano, Alvaro (7)

Strazicich, Mark (6)

Main data


Where Astrid Loretta Ayala has published?


Journals with more than one article published# docs
Applied Economics4
Applied Economics Letters2

Working Papers Series with more than one paper published# docs
UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de Economía3

Recent works citing Astrid Loretta Ayala (2024 and 2023)


YearTitle of citing document
2023Anticipating 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

2023A 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

2024Noising the GARCH volatility: A random coefficient GARCH model. (2024). Dimitrakopoulos, Stefanos ; Almohaimeed, Bader ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:120456.

Full description at Econpapers || Download paper

Works by Astrid Loretta Ayala:


YearTitleTypeCited
2012Unemployment hysteresis: empirical evidence for Latin America In: Journal of Applied Economics.
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article12
2012Unemployment Hysteresis: Empirical Evidence for Latin America.(2012) In: Journal of Applied Economics.
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This paper has nother version. Agregated cites: 12
article
2017Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics.
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paper2
2019Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics.
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paper0
2019Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics.
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paper2
2013Structural breaks in public finances in Central and Eastern European countries In: Economic Systems.
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article0
2015Default Risk of Sovereign Debt in Central America In: Palgrave Macmillan Books.
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chapter0
2019Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar In: SERIEs: Journal of the Spanish Economic Association.
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article3
2012How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? In: Applied Economics Letters.
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article2
2021Score-driven panel data models of the capital structure of US firms In: Applied Economics Letters.
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article0
2012Real convergence in Latin America: a fractionally integrated approach In: Applied Financial Economics.
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article0
2013Real convergence: empirical evidence for Latin America In: Applied Economics.
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article4
2016Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics.
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article0
2018Equity market neutral hedge funds and the stock market: an application of score-driven copula models In: Applied Economics.
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article1
2019Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate In: Applied Economics.
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article5
2018Score-driven copula models for portfolios of two risky assets In: The European Journal of Finance.
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article2

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team