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 0 1 4 232
Modelling asset correlations: A nonparametric approach 0 0 2 92 1 1 11 174
Specification testing in discretized diffusion models: Theory and practice 0 0 1 23 1 1 2 88
Unstable volatility functions: the break preserving local linear estimator 0 0 0 60 0 1 7 160
Total Working Papers 0 0 6 375 2 4 28 766


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 0 0 1 2
Nonparametric Methods in Continuous Time Model Specification 0 0 0 38 0 0 1 134
Nonparametric correlation models for portfolio allocation 1 2 6 33 1 2 16 99
Specification testing in discretized diffusion models: Theory and practice 0 0 0 40 0 0 4 116
Total Journal Articles 1 2 7 197 1 2 26 572


Statistics updated 2017-08-03