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
Adaptative predictability of stock market returns 0 0 2 47 0 1 5 59
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 0 1 1 137
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 0 0 3 66
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD 0 0 0 64 0 1 4 71
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 0 170 0 1 1 271
Modelling asset correlations: A nonparametric approach 0 0 0 98 0 0 0 213
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 0 1 1 64
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 1 34 0 0 2 79
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 0 0 98
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 1 2 6 94 1 7 19 167
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 1 27 0 0 1 107
Unstable volatility functions: the break preserving local linear estimator 0 0 0 62 0 0 0 183
Total Working Papers 1 2 10 698 1 12 37 1,515


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 0 90 0 2 4 257
Estimation of stochastic volatility with LRD 0 0 0 0 0 0 0 12
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 0 1 1 149
Nonparametric correlation models for portfolio allocation 1 1 1 52 1 1 2 166
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 0 0 0 127
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 0 3 22 0 1 10 59
Unstable volatility: the break-preserving local linear estimator 0 0 0 1 0 0 1 17
Total Journal Articles 1 1 4 246 1 5 18 787


Statistics updated 2025-05-12