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 1 4 112
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 2 163 1 1 5 232
Modelling asset correlations: A nonparametric approach 0 0 2 92 0 1 10 173
Specification testing in discretized diffusion models: Theory and practice 0 0 1 23 0 0 2 87
Unstable volatility functions: the break preserving local linear estimator 0 0 0 60 1 2 8 160
Total Working Papers 0 0 6 375 2 5 29 764


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 1 1 86 0 1 5 221
Estimation of stochastic volatility with LRD 0 0 0 0 0 1 1 2
Nonparametric Methods in Continuous Time Model Specification 0 0 0 38 0 1 3 134
Nonparametric correlation models for portfolio allocation 0 0 4 31 0 4 14 97
Specification testing in discretized diffusion models: Theory and practice 0 0 0 40 0 1 7 116
Total Journal Articles 0 1 5 195 0 8 30 570


Statistics updated 2017-06-02