Access Statistics for Isabel Casas

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 1 37 0 0 4 112
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 2 163 1 1 5 233
Modelling asset correlations: A nonparametric approach 0 0 1 92 1 2 10 175
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 1 1 88
Unstable volatility functions: the break preserving local linear estimator 0 0 0 60 0 0 5 160
Total Working Papers 0 0 4 375 2 4 25 768


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 1 86 0 0 4 221
Estimation of stochastic volatility with LRD 0 0 0 0 1 1 2 3
Nonparametric Methods in Continuous Time Model Specification 0 0 0 38 0 0 1 134
Nonparametric correlation models for portfolio allocation 0 2 7 34 0 2 14 100
Specification testing in discretized diffusion models: Theory and practice 0 0 0 40 0 0 1 116
Unstable volatility: the break-preserving local linear estimator 0 0 0 0 0 0 0 2
Total Journal Articles 0 2 8 198 1 3 22 576


Statistics updated 2017-10-05