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 38 0 1 6 124
Exploring option pricing and hedging via volatility asymmetry 0 2 3 11 1 4 16 47
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD 0 0 3 63 0 0 13 55
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 3 170 2 4 13 263
Modelling asset correlations: A nonparametric approach 0 0 0 96 0 0 8 206
Modelling time-varying income elasticities of health care expenditure for the OECD 0 1 6 23 0 2 16 49
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 1 1 31 0 2 11 56
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 0 4 94
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 1 3 7 26 1 7 25 31
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 4 21 1 3 21 66
Unstable volatility functions: the break preserving local linear estimator 0 0 0 62 1 1 10 182
Total Working Papers 1 7 27 564 6 24 143 1,173


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 1 2 90 1 3 10 240
Estimation of stochastic volatility with LRD 0 0 0 0 0 0 5 11
Nonparametric Methods in Continuous Time Model Specification 0 0 0 38 0 0 3 143
Nonparametric correlation models for portfolio allocation 0 0 1 41 1 1 9 142
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 0 1 3 124
Unstable volatility: the break-preserving local linear estimator 0 1 1 1 0 2 5 16
Total Journal Articles 0 2 4 212 2 7 35 676


Statistics updated 2021-01-03