Isabel Casas : Citation Profile


Are you Isabel Casas?

Syddansk Universitet (50% share)

4

H index

0

i10 index

26

Citations

RESEARCH PRODUCTION:

6

Articles

7

Papers

RESEARCH ACTIVITY:

   11 years (2007 - 2018). See details.
   Cites by year: 2
   Journals where Isabel Casas has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 3 (10.34 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca472
   Updated: 2018-09-22    RAS profile: 2018-08-08    
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Relations with other researchers


Works with:

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 (2)

Li, Hongjun (1)

Yılmaz, Mustafa (1)

Ugur, Mehmet (1)

Perote, Javier (1)

Ñíguez Grau, Trino (1)

Teräsvirta, Timo (1)

Santucci de Magistris, Paolo (1)

Kock, Anders (1)

BÃ¥rdsen, Gunnar (1)

Hacihasanoglu, Erk (1)

Cites to:

GAO, Jiti (10)

Teräsvirta, Timo (9)

Bollerslev, Tim (8)

Engle, Robert (8)

Li, Qi (8)

Silvennoinen, Annastiina (8)

Phillips, Peter (6)

Rebelo, Sergio (6)

Ferreira, Eva (6)

Cai, Zongwu (6)

Burnside, Craig (6)

Main data


Where Isabel Casas has published?


Journals with more than one article published# docs
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany2

Recent works citing Isabel Casas (2018 and 2017)


YearTitle of citing document
2017A test for a parametric form of the volatility in second-order diffusion models. (2017). Yan, Tianshun ; Mei, Changlin . In: Computational Statistics. RePEc:spr:compst:v:32:y:2017:i:4:d:10.1007_s00180-016-0685-z.

Full description at Econpapers || Download paper

2017Jump-Preserving Varying-Coefficient Models for Nonlinear Time Series. (2017). Cizek, Pavel ; Koo, Chao . In: Discussion Paper. RePEc:tiu:tiucen:c849e96f-3ad1-461e-96c6-f095affc1053.

Full description at Econpapers || Download paper

2018Essays on functional coefficient models. (2018). Koo, Chao . In: Other publications TiSEM. RePEc:tiu:tiutis:ba87b8a5-3c55-40ec-967d-9eab42c14ddf.

Full description at Econpapers || Download paper

Works by Isabel Casas:


YearTitleTypeCited
2009Unstable volatility functions: the break preserving local linear estimator In: CREATES Research Papers.
[Full Text][Citation analysis]
paper4
2010Modelling asset correlations during the recent FInancial crisis: A semiparametric approach In: CREATES Research Papers.
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paper1
2017Time-varying coefficient estimation in SURE models. Application to portfolio management In: CREATES Research Papers.
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paper0
2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium In: CREATES Research Papers.
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paper0
2008Specification testing in discretized diffusion models: Theory and practice In: Journal of Econometrics.
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article5
2007Specification testing in discretized diffusion models: Theory and practice.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2008Econometric estimation in long-range dependent volatility models: Theory and practice In: Journal of Econometrics.
[Full Text][Citation analysis]
article9
2007Econometric estimation in long-range dependent volatility models: Theory and practice.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2013Nonparametric correlation models for portfolio allocation In: Journal of Banking & Finance.
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article4
2008Estimation of stochastic volatility with LRD In: Mathematics and Computers in Simulation (MATCOM).
[Full Text][Citation analysis]
article0
2011Modelling asset correlations: A nonparametric approach In: Working Papers.
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paper0
2007Nonparametric Methods in Continuous Time Model Specification In: Econometric Reviews.
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article0
2012Unstable volatility: the break-preserving local linear estimator In: Journal of Nonparametric Statistics.
[Full Text][Citation analysis]
article3

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