E-LIB Suche - Ergebnisse für: Ayala, Astrid

1

Core Inflation Rate for China and the ASEAN-10 Countries: S..:

Blazsek, Szabolcs ; Licht, Adrian ; Ayala, Astrid.
Studies in Nonlinear Dynamics & Econometrics. 0 (2024) 0 - p. , 2024

2

Comparison of Score-Driven Equity-Gold Portfolios During th..:

Ayala, Astrid ; Blazsek, Szabolcs ; Licht, Adrian
Studies in Nonlinear Dynamics & Econometrics. 27 (2023) 5 - p. 705-731 , 2023

Link: https://doi.org/10.1515/..

3

Volatility Forecasting Using Quasi-Score-Driven Models with..:

Ayala, Astrid ; Blazsek, Szabolcs ; Licht, Adrian
Studies in Nonlinear Dynamics & Econometrics. 0 (2023) 0 - p. , 2023

Link: https://doi.org/10.1515/..

4

Anticipating extreme losses using score-driven shape filter:

Ayala, Astrid ; Blazsek, Szabolcs ; Escribano, Alvaro
Studies in Nonlinear Dynamics & Econometrics. 27 (2022) 4 - p. 449-484 , 2022

Link: https://doi.org/10.1515/..

5

Signal smoothing for score-driven models: a linear approach:

Blazsek, Szabolcs ; Ayala, Astrid ; Licht, Adrian
Communications in Statistics - Simulation and Computation. 53 (2022) 2 - p. 829-852 , 2022

Link: https://doi.org/10.1080/..

6

Score-driven stochastic seasonality of the Russian rouble: ..:

Ayala, Astrid ; Blazsek, Szabolcs ; Licht, Adrian
Empirical Economics. 62 (2021) 5 - p. 2179-2203 , 2021

Link: https://doi.org/10.1007/..

7

Score-driven models of stochastic seasonality in location a..:

Ayala, Astrid ; Blazsek, Szabolcs
Applied Economics. 51 (2019) 37 - p. 4083-4103 , 2019

Link: https://doi.org/10.1080/..

8

Equity market neutral hedge funds and the stock market

, In: Applied economics

an application of score-driven copula models

Ayala, Astrid ; Blazsek, Szabolcs. (2018) 37 - p. 4005-4023

Exemplare: Zentrale;

9

Score-driven copula models for portfolios of two risky asse..:

Ayala, Astrid ; Blazsek, Szabolcs
The European Journal of Finance. 24 (2018) 18 - p. 1861-1884 , 2018

Link: https://doi.org/10.1080/..

10

Score-driven currency exchange rate seasonality as applied ..:

Ayala, Astrid ; Blazsek, Szabolcs
SERIEs. 10 (2018) 1 - p. 65-92 , 2018

Link: https://doi.org/10.1007/..

11

Equity market neutral hedge funds and the stock market: an ..:

Ayala, Astrid ; Blazsek, Szabolcs
Applied Economics. 50 (2018) 37 - p. 4005-4023 , 2018

Link: https://doi.org/10.1080/..

12

Regime-switching purchasing power parity in Latin America

, In: Applied economics

Monte Carlo unit root tests with dynamic conditional score

Ayala, Astrid ; Blazsek, Szabolcs ; Cuñado Eizaguirre, Juncal.. (2016) 28/30 - p. 2675-2696

Exemplare: Zentrale;

13

Regime-switching purchasing power parity in Latin America: ..:

Ayala, Astrid ; Blazsek, Szabolcs ; Cuñado, Juncal.
Applied Economics. 48 (2016) 29 - p. 2675-2696 , 2016

Link: https://doi.org/10.1080/..

14

Default risk of sovereign debt in Central America:

, In: Emerging markets and sovereign risk / ed. by Nigel Finch

Ayala, Astrid ; González de Paz, Raúl B.. (2015) - p. 18-44

Exemplar: BB WiWi: 11a vwl 229/577

15

Contagion of Sovereign Debt in the Eurozone:

Ayala, Astrid ; Blazsek, Szabolcs
Theoretical Economics Letters. 4 (2014) 1 - p. 98-109 , 2014

Link: https://doi.org/10.4236/..