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 2 2 3 47 4 4 8 58
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 0 0 1 136
Exploring option pricing and hedging via volatility asymmetry 0 1 2 13 1 2 4 64
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD 0 0 0 64 0 0 1 67
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 0 170 0 0 1 270
Modelling asset correlations: A nonparametric approach 0 0 0 98 0 0 0 213
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 1 28 0 0 1 63
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 33 0 0 0 77
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 0 1 98
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 3 4 6 91 5 8 14 153
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 1 26 0 0 4 106
Unstable volatility functions: the break preserving local linear estimator 0 0 0 62 0 0 0 183
Total Working Papers 5 7 13 693 10 14 35 1,488


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 90 0 0 0 253
Estimation of stochastic volatility with LRD 0 0 0 0 0 0 0 12
Nonparametric Methods in Continuous Time Model Specification 0 0 1 39 0 0 2 148
Nonparametric correlation models for portfolio allocation 0 0 2 51 0 0 7 164
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 0 0 1 127
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 4 6 19 1 9 15 50
Unstable volatility: the break-preserving local linear estimator 0 0 0 1 0 0 0 16
Total Journal Articles 0 4 9 242 1 9 25 770


Statistics updated 2024-06-06