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 1 37 0 1 5 113
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 1 2 4 165 1 3 7 235
Modelling asset correlations: A nonparametric approach 0 0 1 92 0 2 10 176
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 0 1 88
Unstable volatility functions: the break preserving local linear estimator 0 0 0 60 1 2 5 162
Total Working Papers 1 2 6 377 2 8 28 774


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 86 1 3 5 224
Estimation of stochastic volatility with LRD 0 0 0 0 0 1 2 3
Nonparametric Methods in Continuous Time Model Specification 0 0 0 38 0 0 1 134
Nonparametric correlation models for portfolio allocation 0 0 6 34 1 1 14 101
Specification testing in discretized diffusion models: Theory and practice 0 1 1 41 0 2 3 118
Unstable volatility: the break-preserving local linear estimator 0 0 0 0 1 1 1 3
Total Journal Articles 0 1 8 199 3 8 26 583


Statistics updated 2017-12-03