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 1 2 12 71
Econometric estimation in long-range dependent volatility models: Theory and practice 0 0 0 38 4 12 23 160
Exploring option pricing and hedging via volatility asymmetry 0 0 0 13 1 1 7 73
Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD 0 0 0 64 2 4 9 80
Modelling asset correlations during the recent FInancial crisis: A semiparametric approach 0 0 0 170 2 2 10 281
Modelling asset correlations: A nonparametric approach 0 0 0 98 0 2 7 220
Modelling time-varying income elasticities of health care expenditure for the OECD 0 0 0 28 2 9 18 82
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium 0 0 0 34 0 8 16 95
Specification testing in discretized diffusion models: Theory and practice 0 0 0 23 0 2 9 107
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone 0 0 2 96 1 2 13 180
Time-varying coefficient estimation in SURE models. Application to portfolio management 0 0 0 27 2 2 13 120
Unstable volatility functions: the break preserving local linear estimator 0 0 0 62 4 6 16 199
Total Working Papers 0 0 2 700 19 52 153 1,668


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 1 3 11 268
Estimation of stochastic volatility with LRD 0 0 0 0 2 3 8 20
Nonparametric Methods in Continuous Time Model Specification 0 0 0 39 2 2 5 154
Nonparametric correlation models for portfolio allocation 0 0 0 52 4 4 10 176
Specification testing in discretized diffusion models: Theory and practice 0 0 0 42 1 2 9 136
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone 0 0 3 25 3 3 14 73
Unstable volatility: the break-preserving local linear estimator 0 0 0 1 0 0 2 19
Total Journal Articles 0 0 4 250 13 17 59 846


Statistics updated 2026-05-06