Isabel Casas : Citation Profile


Are you Isabel Casas?

Universidad de Deusto

4

H index

2

i10 index

44

Citations

RESEARCH PRODUCTION:

7

Articles

12

Papers

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 3
   Journals where Isabel Casas has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 3 (6.38 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pca472
   Updated: 2021-06-12    RAS profile: 2021-06-07    
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Relations with other researchers


Works with:

Veiga, Helena (3)

GAO, Jiti (2)

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

Is cited by:

Ugur, Mehmet (4)

Vivarelli, Marco (4)

Veiga, Helena (2)

Fernandez Bariviera, Aurelio (2)

Santucci de Magistris, Paolo (2)

Smyth, Russell (2)

Rossi, Eduardo (2)

Cizek, Pavel (2)

Wang, Yudong (2)

Mensah, Lord (1)

Papapostolou, Nikos (1)

Cites to:

GAO, Jiti (16)

Bollerslev, Tim (15)

Li, Qi (11)

CAI, ZONGWU (10)

Ferreira, Eva (10)

Phillips, Peter (9)

Engle, Robert (9)

Teräsvirta, Timo (9)

Cai, Zongwu (8)

Silvennoinen, Annastiina (8)

Campbell, John (8)

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
DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística2
Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Isabel Casas (2021 and 2020)


YearTitle of citing document
2021Loss of structural balance in stock markets. (2021). Álvarez Pereira, Brais ; Estrada, E ; B. 'Alvarez Pereira, ; Ascorbebeitia, J ; Ferreira, E. In: Papers. RePEc:arx:papers:2104.06254.

Full description at Econpapers || Download paper

2020Technology, industrial dynamics and productivity: a critical survey. (2020). Vivarelli, Marco ; Ugur, Mehmet. In: DISCE - Quaderni del Dipartimento di Politica Economica. RePEc:ctc:serie5:dipe0011.

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2020Adaptative predictability of stock market returns. (2020). Veiga, Helena ; Lopes, Maria Helena ; Casas, Maria Isabel ; Mao, Xiuping. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:31648.

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2021Correlation regimes in international equity and bond returns. (2021). Martinez, Oscar ; Aslanidis, Nektarios. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:397-410.

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2021On income and price elasticities for energy demand: A panel data study. (2021). Smyth, Russell ; Peng, Bin ; Gao, Jiti. In: Energy Economics. RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000736.

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2020Innovation, Firm Survival and Productivity: The State of the Art. (2020). Vivarelli, Marco ; Ugur, Mehmet. In: IZA Discussion Papers. RePEc:iza:izadps:dp13654.

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2020On Income and Price Elasticities for Energy Demand: A Panel Data Study. (2020). Smyth, Russell ; GAO, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-28.

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2020The role of innovation in industrial dynamics and productivity growth: a survey of the literature. (2020). Vivarelli, Marco ; Ugur, Mehmet. In: MERIT Working Papers. RePEc:unm:unumer:2020038.

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2021What can we learn from the return predictability over the business cycle?. (2021). Pan, Zhiyuan ; Liu, LI ; Wang, Yudong. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:1:p:108-131.

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2020The role of innovation in industrial dynamics and productivity growth: a survey of the literature. (2020). Vivarelli, Marco ; Ugur, Mehment. In: GLO Discussion Paper Series. RePEc:zbw:glodps:648.

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Works by Isabel Casas:


YearTitleTypeCited
2009Unstable volatility functions: the break preserving local linear estimator In: CREATES Research Papers.
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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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paper2
2018Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium In: CREATES Research Papers.
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paper0
2018Modelling Time-Varying Income Elasticities of Health Care Expenditure for the OECD In: CREATES Research Papers.
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paper0
2018Modelling time-varying income elasticities of health care expenditure for the OECD.(2018) In: Monash Econometrics and Business Statistics Working Papers.
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This paper has another version. Agregated cites: 0
paper
2019Exploring option pricing and hedging via volatility asymmetry In: DES - Working Papers. Statistics and Econometrics. WS.
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paper0
2020Adaptative predictability of stock market returns In: DES - Working Papers. Statistics and Econometrics. WS.
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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.
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This paper has another version. Agregated cites: 5
paper
2008Econometric estimation in long-range dependent volatility models: Theory and practice In: Journal of Econometrics.
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article14
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: 14
paper
2013Nonparametric correlation models for portfolio allocation In: Journal of Banking & Finance.
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article10
2008Estimation of stochastic volatility with LRD In: Mathematics and Computers in Simulation (MATCOM).
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article0
2019Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone In: Monash Econometrics and Business Statistics Working Papers.
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paper3
2021Time?varying income elasticities of healthcare expenditure for the OECD and Eurozone.(2021) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
article
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.
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article5

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