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 1 3 114
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 2 165 0 0 4 235
Modelling asset correlations: A nonparametric approach 0 0 0 92 0 0 5 177
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 1 2 89
Unstable volatility functions: the break preserving local linear estimator 0 0 0 60 0 0 3 162
Total Working Papers 0 0 2 377 0 2 17 777


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 3 224
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 1 2 3 137
Nonparametric correlation models for portfolio allocation 0 0 3 34 1 1 8 102
Specification testing in discretized diffusion models: Theory and practice 0 0 1 41 0 1 3 119
Unstable volatility: the break-preserving local linear estimator 0 0 0 0 0 0 1 3
Total Journal Articles 0 0 4 199 2 4 19 588


Statistics updated 2018-04-03