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 0 37 0 0 3 115
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 2 165 0 0 3 235
Modelling asset correlations: A nonparametric approach 0 1 1 93 3 5 9 183
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 1 2 2 0 2 6 6
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 5 6 10 10 5 9 23 23
Unstable volatility functions: the break preserving local linear estimator 1 1 1 61 2 2 4 164
Total Working Papers 6 9 16 391 10 18 49 815


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 4 225
Estimation of stochastic volatility with LRD 0 0 0 0 0 0 1 3
Nonparametric Methods in Continuous Time Model Specification 0 0 0 38 0 0 3 137
Nonparametric correlation models for portfolio allocation 1 2 3 36 1 2 6 105
Specification testing in discretized diffusion models: Theory and practice 0 0 2 42 0 0 5 121
Unstable volatility: the break-preserving local linear estimator 0 0 0 0 0 0 1 3
Total Journal Articles 1 2 5 202 1 2 20 594


Statistics updated 2018-08-04