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 0 47 3 4 6 64
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 4 5 7 143
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 0 0 1 67
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD 0 0 0 64 0 1 6 75
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 0 170 1 3 6 276
Modelling asset correlations: A nonparametric approach 0 0 0 98 0 0 1 214
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 1 2 4 67
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 1 5 6 85
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 1 1 3 101
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 4 96 1 4 15 173
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 0 27 2 3 4 111
Unstable volatility functions: the break preserving local linear estimator 0 0 0 62 1 1 1 184
Total Working Papers 0 0 4 700 15 29 60 1,560


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 91 1 2 7 262
Estimation of stochastic volatility with LRD 0 0 0 0 0 0 1 13
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 0 0 2 150
Nonparametric correlation models for portfolio allocation 0 0 1 52 2 3 5 170
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 1 2 4 131
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 1 1 23 1 2 7 63
Unstable volatility: the break-preserving local linear estimator 0 0 0 1 1 1 2 18
Total Journal Articles 0 1 3 248 6 10 28 807


Statistics updated 2025-12-06