5
H index
2
i10 index
59
Citations
Isabel Casas : Citation Profile
Universidad de Deusto | RESEARCH PRODUCTION: 6 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2007 - 2020). 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 (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 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 |
| 2024 | (Structural) VAR models with ignored changes in mean and volatility. (2024). Salish, Nazarii ; Demetrescu, Matei. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854. 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 | 2 |
| 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, 3 2024. Contact: CitEc Team