ASTRID LORETTA AYALA CASTELLANOS
Universidad Francisco Marroquín
H-index: 8
Latin America-Guatemala
Top articles of ASTRID LORETTA AYALA CASTELLANOS
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Signal smoothing for score-driven models: a linear approach | Communications in Statistics-Simulation and Computation | Szabolcs Blazsek Astrid Ayala Adrian Licht | 2024/2/1 |
Core inflation rate for China and the ASEAN-10 countries: Smoothed signal for score-driven local level plus scale models | Studies in Nonlinear Dynamics & Econometrics | Szabolcs Blazsek Adrian Licht Astrid Ayala Su-Ping Liu | 2024/1/1 |
Anticipating extreme losses using score-driven shape filters | Studies in Nonlinear Dynamics & Econometrics | Astrid Ayala Szabolcs Blazsek Alvaro Escribano | 2023/9/28 |
Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 | Applied Economics | Astrid Loretta Ayala Szabolcs Blazsek Adrian Licht | 2023/5/8 |
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets | Studies in Nonlinear Dynamics & Econometrics | Astrid Ayala Szabolcs Blazsek Adrian Licht | 2023/12/22 |
Volatility forecasting using quasi-score-driven models with an application to the coronavirus pandemic period | Studies in Nonlinear Dynamics & Econometrics | Astrid Ayala Szabolcs Blazsek Adrian Licht | 2023/12/1 |
Score-driven equity plus gold portfolios before and during the COVID-19 pandemic | Astrid Ayala Szabolcs Blazsek Adrian Licht | 2022/1/1 | |
Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 | Empirical Economics | Astrid Ayala Szabolcs Blazsek Adrian Licht | 2022/5 |
Optimal Choice of the Scaling Parameters in Score-Driven Filters | Szabolcs Blazsek Astrid Loretta Ayala Adrian Licht | 2022/3/31 | |
A short note on the scaling parameter in score-driven filters | Astrid Ayala Szabolcs Blazsek Adrian Licht | 2022/3/12 | |
Score-driven panel data models of the capital structure of US firms | Applied Economics Letters | Astrid Loretta Ayala Szabolcs Blazsek | 2021/11/11 |
Volatility forecasting for the coronavirus pandemic using quasi-score-driven models | Astrid Ayala Szabolcs Blazsek Adrian Licht | 2021/1/25 | |
Dynamic analysis of the capital structure of S&P 500 firms under unconventional monetary policy using score-driven panel data models | Astrid Ayala Szabolcs Blazsek | 2020/5/28 |
