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 6 9 67
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 1 6 8 144
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 1 2 6 76
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 0 170 1 4 7 277
Modelling asset correlations: A nonparametric approach 0 0 0 98 3 3 4 217
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 1 3 5 68
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 0 2 6 85
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 2 3 5 103
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 4 96 0 4 15 173
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 0 27 1 4 5 112
Unstable volatility functions: the break preserving local linear estimator 0 0 0 62 2 3 3 186
Total Working Papers 0 0 4 700 15 40 74 1,575


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 0 1 7 262
Estimation of stochastic volatility with LRD 0 0 0 0 1 1 2 14
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 0 3 5 170
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 1 2 5 132
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 1 2 2 24 1 3 7 64
Unstable volatility: the break-preserving local linear estimator 0 0 0 1 1 2 3 19
Total Journal Articles 1 2 4 249 4 12 31 811


Statistics updated 2026-01-09