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 | 1 | 1 | 38 | 0 | 1 | 3 | 116 |
| Modelling asset correlations during the recent FInancial crisis: A semiparametric approach | 0 | 1 | 1 | 166 | 1 | 3 | 3 | 238 |
| Modelling asset correlations: A nonparametric approach | 0 | 2 | 3 | 95 | 0 | 3 | 11 | 187 |
| Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium | 1 | 1 | 4 | 4 | 3 | 3 | 10 | 10 |
| 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 | 1 | 1 | 9 | 11 | 2 | 5 | 24 | 28 |
| Unstable volatility functions: the break preserving local linear estimator | 0 | 0 | 1 | 61 | 0 | 0 | 2 | 164 |
| Total Working Papers | 2 | 6 | 19 | 398 | 6 | 15 | 54 | 832 |
| 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 | 1 | 225 |
| Estimation of stochastic volatility with LRD | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 |
| Nonparametric Methods in Continuous Time Model Specification | 0 | 0 | 0 | 38 | 0 | 1 | 4 | 138 |
| Nonparametric correlation models for portfolio allocation | 1 | 1 | 3 | 37 | 2 | 4 | 8 | 109 |
| Specification testing in discretized diffusion models: Theory and practice | 0 | 0 | 1 | 42 | 0 | 0 | 3 | 121 |
| Unstable volatility: the break-preserving local linear estimator | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 3 |
| Total Journal Articles | 1 | 1 | 4 | 203 | 2 | 5 | 16 | 599 |
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