Citation profile for Isabel Casas

Isabel Casas : Citation Profile

Universidad de Deusto

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 4
   Journals where Isabel Casas has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 5 (6.85 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca472
   Updated: 2024-01-16    RAS profile: 2021-06-07
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Relations with other researchers

Works with:

Veiga, Helena (2)

GAO, Jiti (2)

Peng, Bin (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Isabel Casas.

Is cited by:

Cizek, Pavel (5)

GAO, Jiti (4)

Ugur, Mehmet (4)

Vivarelli, Marco (4)

Smyth, Russell (3)

Santucci de Magistris, Paolo (2)

liddle, brantley (2)

Fernandez Bariviera, Aurelio (2)

Rossi, Eduardo (2)

Fantazzini, Dean (2)

Oka, Tatsushi (2)

Cites to:

GAO, Jiti (23)

Bollerslev, Tim (15)

Phillips, Peter (14)

CAI, ZONGWU (11)

Li, Qi (11)

Ferreira, Eva (10)

Engle, Robert (10)

Campbell, John (10)

Teräsvirta, Timo (9)

Cai, Zongwu (9)

Orbe, Susan (9)

Main data

Where Isabel Casas has published?

Journals with more than one article published	# docs
Journal of Econometrics	2

Working Papers Series with more than one paper published	# docs
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística	2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics	2
MPRA Paper / University Library of Munich, Germany	2

Recent works citing Isabel Casas (2024 and 2023)

Year	Title of citing document
2023	Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). GAO, Jiti ; Whang, Yoon-Jae ; Oka, Tatsushi ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632. Full description at Econpapers \|\| Download paper
2023	Specification tests for time-varying coefficient models. (2023). Su, Liangjun ; Hong, Yongmiao ; Wang, Xia ; Fu, Zhonghao. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:720-744. Full description at Econpapers \|\| Download paper
2023	Social R&D: Does academic freedom contribute to improved societal outcomes?. (2023). Zhang, Quanda ; Posso, Alberto. In: Information Economics and Policy. RePEc:eee:iepoli:v:63:y:2023:i:c:s016762452300015x. Full description at Econpapers \|\| Download paper

Works by Isabel Casas:

Year	Title	Type	Cited
2009	Unstable volatility functions: the break preserving local linear estimator In: CREATES Research Papers. [Full Text][Citation analysis]	paper	4
2010	Modelling asset correlations during the recent FInancial crisis: A semiparametric approach In: CREATES Research Papers. [Full Text][Citation analysis]	paper	1
2017	Time-varying coefficient estimation in SURE models. Application to portfolio management In: CREATES Research Papers. [Full Text][Citation analysis]	paper	7
2018	Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium In: CREATES Research Papers. [Full Text][Citation analysis]	paper	2
2018	Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD In: CREATES Research Papers. [Full Text][Citation analysis]	paper	0
2018	Modelling time-varying income elasticities of health care expenditure for the OECD.(2018) In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	paper
2019	Exploring option pricing and hedging via volatility asymmetry In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis]	paper	0
2020	Adaptative predictability of stock market returns In: DES - Working Papers. Statistics and Econometrics. WS. [Full Text][Citation analysis]	paper	0
2008	Specification testing in discretized diffusion models: Theory and practice In: Journal of Econometrics. [Full Text][Citation analysis]	article	7
2007	Specification testing in discretized diffusion models: Theory and practice.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7	paper
2008	Econometric estimation in long-range dependent volatility models: Theory and practice In: Journal of Econometrics. [Full Text][Citation analysis]	article	16
2007	Econometric estimation in long-range dependent volatility models: Theory and practice.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16	paper
2013	Nonparametric correlation models for portfolio allocation In: Journal of Banking & Finance. [Full Text][Citation analysis]	article	13
2008	Estimation of stochastic volatility with LRD In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis]	article	0
2019	Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone In: Monash Econometrics and Business Statistics Working Papers. [Full Text][Citation analysis]	paper	12
2021	Time?varying income elasticities of healthcare expenditure for the OECD and Eurozone.(2021) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12	article
2011	Modelling asset correlations: A nonparametric approach In: Working Papers. [Full Text][Citation analysis]	paper	0
2007	Nonparametric Methods in Continuous Time Model Specification In: Econometric Reviews. [Full Text][Citation analysis]	article	0
2012	Unstable volatility: the break-preserving local linear estimator In: Journal of Nonparametric Statistics. [Full Text][Citation analysis]	article	6