6
H index
3
i10 index
79
Citations
Isabel Casas : Citation Profile
Universidad de Deusto | RESEARCH PRODUCTION: 7 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2007 - 2021). 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:
| Cites to:
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Main data
Where Isabel Casas has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Econometrics | 2 |
Recent works citing Isabel Casas (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation. (2024). Whang, Yoon-Jae ; Oka, Tatsushi ; GAO, Jiti ; Xu, Ruofan. In: Papers. RePEc:arx:papers:2208.03632. Full description at Econpapers || Download paper |
| 2025 | A goodness-of-fit test for functional time series with applications to Ornstein-Uhlenbeck processes. (2025). Lpez-Prez, A ; Lvarez-Libana, J ; Gonzlez-Manteiga, W ; Febrero-Bande, M. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:203:y:2025:i:c:s0167947324001762. Full description at Econpapers || Download paper |
| 2024 | Does economic growth cause energy intensity of well-being in the very long run? Semi-parametric evidence for selected OECD countries. (2024). Smyth, Russell ; Bhattacharya, Mita ; Le, Ha Chi ; Zhang, Xibin. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005978. Full description at Econpapers || Download paper |
| 2025 | Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?. (2025). Ranjbar, Omid ; Chang, Tsangyao ; Peng, Yi-Ting. In: Energy. RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008308. Full description at Econpapers || Download paper |
| 2025 | Will technological advancement affect Bitcoin trading and pricing? Evidence from BRC-20 tokens. (2025). Wang, Ziwei ; Yang, Haijun ; Li, Zhen. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000316. Full description at Econpapers || Download paper |
| 2024 | (Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. Full description at Econpapers || Download paper |
| 2025 | How Large is Excess Volatility of the EUR/USD Exchange Rate? Evidence from a GAS Approach. (2025). Bargigli, Leonardo. In: Working Papers - Economics. RePEc:frz:wpaper:wp2025_13.rdf. Full description at Econpapers || Download paper |
| 2024 | Does energy technology R&D save energy in OECD countries?. (2024). Wang, Zijian ; Ikegami, Masako. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:2:d:10.1007_s10644-024-09588-y. Full description at Econpapers || Download paper |
| 2025 | Herding Spillover Effects in US REIT Sectors. (2025). GUPTA, RANGAN ; Ngene, Geoffrey M ; Babalos, Vassilios ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202531. Full description at Econpapers || Download paper |
| 2025 | Explaining variations in government health expenditure: evidence from Canada. (2025). Summerfield, Fraser ; di Matteo, Livio. In: The European Journal of Health Economics. RePEc:spr:eujhec:v:26:y:2025:i:6:d:10.1007_s10198-024-01735-6. Full description at Econpapers || Download paper |
| 2025 | Estimation and specification test for diffusion models with stochastic volatility. (2025). Gonzlez-Manteiga, W ; Febrero-Bande, M ; Lpez-Prez, A. In: Statistical Papers. RePEc:spr:stpapr:v:66:y:2025:i:2:d:10.1007_s00362-024-01652-z. Full description at Econpapers || Download paper |
| 2025 | The finance-growth nexus over the long-run. (2025). Bua, Krystian ; Virgillito, Maria Enrica ; Dosi, Giovanni. In: LEM Papers Series. RePEc:ssa:lemwps:2025/24. 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 | 9 |
| 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 | 3 |
| 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 | 9 |
| 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: 9 | 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 | 14 |
| 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 | 16 |
| 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: 16 | 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 | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team