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 2 8 11 69
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 4 9 12 148
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 5 5 6 72
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD 0 0 0 64 0 1 6 76
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 0 170 2 4 9 279
Modelling asset correlations: A nonparametric approach 0 0 0 98 1 4 5 218
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 5 7 10 73
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 2 3 8 87
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 2 5 7 105
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 4 96 5 6 18 178
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 0 27 6 9 11 118
Unstable volatility functions: the break preserving local linear estimator 0 0 0 62 7 10 10 193
Total Working Papers 0 0 4 700 41 71 113 1,616


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 3 4 10 265
Estimation of stochastic volatility with LRD 0 0 0 0 3 4 5 17
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 2 2 4 152
Nonparametric correlation models for portfolio allocation 0 0 1 52 2 4 7 172
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 2 4 7 134
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 1 2 3 25 6 8 12 70
Unstable volatility: the break-preserving local linear estimator 0 0 0 1 0 2 2 19
Total Journal Articles 1 2 5 250 18 28 47 829


Statistics updated 2026-02-12