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 38 0 0 2 117
Exploring option pricing and hedging via volatility asymmetry 0 2 8 8 2 6 18 18
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD 2 2 60 60 2 2 37 37
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 0 166 2 3 8 245
Modelling asset correlations: A nonparametric approach 0 1 2 96 1 3 9 195
Modelling time-varying income elasticities of health care expenditure for the OECD 1 1 15 15 3 7 23 23
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 3 5 26 29 3 5 33 40
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 1 1 90
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 2 7 17 1 3 15 39
Unstable volatility functions: the break preserving local linear estimator 0 1 1 62 0 1 3 167
Total Working Papers 6 14 120 514 14 31 149 971


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 87 1 1 3 228
Estimation of stochastic volatility with LRD 0 0 0 0 0 0 1 4
Nonparametric Methods in Continuous Time Model Specification 0 0 0 38 0 0 0 138
Nonparametric correlation models for portfolio allocation 0 0 3 39 0 2 18 124
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 0 0 0 121
Unstable volatility: the break-preserving local linear estimator 0 0 0 0 3 3 3 6
Total Journal Articles 0 0 4 206 4 6 25 621


Statistics updated 2019-10-05