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 | 0 | 37 | 0 | 0 | 3 | 115 |
| Modelling asset correlations during the recent FInancial crisis: A semiparametric approach | 0 | 0 | 2 | 165 | 0 | 0 | 3 | 235 |
| Modelling asset correlations: A nonparametric approach | 0 | 1 | 1 | 93 | 3 | 5 | 9 | 183 |
| Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium | 0 | 1 | 2 | 2 | 0 | 2 | 6 | 6 |
| Specification testing in discretized diffusion models: Theory and practice | 0 | 0 | 0 | 23 | 0 | 0 | 1 | 89 |
| Time-varying coefficient estimation in SURE models. Application to portfolio management | 5 | 6 | 10 | 10 | 5 | 9 | 23 | 23 |
| Unstable volatility functions: the break preserving local linear estimator | 1 | 1 | 1 | 61 | 2 | 2 | 4 | 164 |
| Total Working Papers | 6 | 9 | 16 | 391 | 10 | 18 | 49 | 815 |
| 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 | 86 | 0 | 0 | 4 | 225 |
| Estimation of stochastic volatility with LRD | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 |
| Nonparametric Methods in Continuous Time Model Specification | 0 | 0 | 0 | 38 | 0 | 0 | 3 | 137 |
| Nonparametric correlation models for portfolio allocation | 1 | 2 | 3 | 36 | 1 | 2 | 6 | 105 |
| Specification testing in discretized diffusion models: Theory and practice | 0 | 0 | 2 | 42 | 0 | 0 | 5 | 121 |
| Unstable volatility: the break-preserving local linear estimator | 0 | 0 | 0 | 0 | 0 | 0 | 1 | 3 |
| Total Journal Articles | 1 | 2 | 5 | 202 | 1 | 2 | 20 | 594 |
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