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 1 1 38 0 1 3 116
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 1 1 166 1 3 3 238
Modelling asset correlations: A nonparametric approach 0 2 3 95 0 3 11 187
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 1 1 4 4 3 3 10 10
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 1 1 9 11 2 5 24 28
Unstable volatility functions: the break preserving local linear estimator 0 0 1 61 0 0 2 164
Total Working Papers 2 6 19 398 6 15 54 832


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 1 225
Estimation of stochastic volatility with LRD 0 0 0 0 0 0 0 3
Nonparametric Methods in Continuous Time Model Specification 0 0 0 38 0 1 4 138
Nonparametric correlation models for portfolio allocation 1 1 3 37 2 4 8 109
Specification testing in discretized diffusion models: Theory and practice 0 0 1 42 0 0 3 121
Unstable volatility: the break-preserving local linear estimator 0 0 0 0 0 0 0 3
Total Journal Articles 1 1 4 203 2 5 16 599


Statistics updated 2018-12-03