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 6 11 70
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 7 12 18 155
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 0 5 6 72
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD 0 0 0 64 2 3 7 78
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 0 170 0 3 8 279
Modelling asset correlations: A nonparametric approach 0 0 0 98 1 5 6 219
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 4 10 13 77
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 4 6 12 91
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 1 5 8 106
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 4 96 0 5 16 178
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 0 27 0 7 11 118
Unstable volatility functions: the break preserving local linear estimator 0 0 0 62 2 11 12 195
Total Working Papers 0 0 4 700 22 78 128 1,638


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 1 4 10 266
Estimation of stochastic volatility with LRD 0 0 0 0 0 4 5 17
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 0 2 3 152
Nonparametric correlation models for portfolio allocation 0 0 1 52 0 2 7 172
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 1 4 8 135
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 2 3 25 0 7 11 70
Unstable volatility: the break-preserving local linear estimator 0 0 0 1 0 1 2 19
Total Journal Articles 0 2 5 250 2 24 46 831


Statistics updated 2026-03-04