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 1 1 2 60
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 0 1 2 138
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 1 1 2 67
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD 0 0 0 64 1 2 6 73
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 0 170 1 2 3 273
Modelling asset correlations: A nonparametric approach 0 0 0 98 0 1 1 214
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 0 0 1 64
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 1 34 1 1 2 80
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 1 2 2 100
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 2 4 96 0 2 15 169
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 0 27 0 0 0 107
Unstable volatility functions: the break preserving local linear estimator 0 0 0 62 0 0 0 183
Total Working Papers 0 2 5 700 6 13 36 1,528


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 1 1 91 2 3 7 260
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 0 1 149
Nonparametric correlation models for portfolio allocation 0 0 1 52 0 0 2 166
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 2 2 2 129
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 0 2 22 1 2 9 61
Unstable volatility: the break-preserving local linear estimator 0 0 0 1 0 0 1 17
Total Journal Articles 0 1 4 247 5 7 22 794


Statistics updated 2025-08-05