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 0 2 13 72
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 1 5 23 161
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 0 1 7 73
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD 0 0 0 64 1 3 9 81
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 0 170 0 3 10 282
Modelling asset correlations: A nonparametric approach 0 0 0 98 0 0 6 220
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 0 3 19 83
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 3 4 20 99
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 1 9 108
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 0 96 1 2 12 181
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 0 27 0 2 13 120
Unstable volatility functions: the break preserving local linear estimator 0 0 0 62 0 6 18 201
Total Working Papers 0 0 0 700 6 32 159 1,681


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 91 0 2 11 269
Estimation of stochastic volatility with LRD 0 0 0 0 0 2 8 20
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 0 2 5 154
Nonparametric correlation models for portfolio allocation 0 0 0 52 0 4 10 176
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 0 1 9 136
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 0 3 25 2 7 17 77
Unstable volatility: the break-preserving local linear estimator 0 0 0 1 1 1 3 20
Total Journal Articles 0 0 3 250 3 19 63 852


Statistics updated 2026-07-10