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Modelling asset correlations during the recent financial crisis : a semiparametric approach
Aslanidis, Nektarios; Casas, Isabel - 2010
Persistent link: https://www.econbiz.de/10008688578
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Nonparametric correlation models for portfolio allocation
Aslanidis, Nektarios; Casas, Isabel - In: Journal of banking & finance 37 (2013) 7, pp. 2268-2283
Persistent link: https://www.econbiz.de/10009760686
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Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel; Gao, Jiti - In: Journal of econometrics 147 (2008) 1, pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
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Specification testing in discretized diffusion models : theory and practice
Gao, Jiti; Casas, Isabel - In: Journal of econometrics 147 (2008) 1, pp. 131-140
Persistent link: https://www.econbiz.de/10003783793
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Unstable volatility functions : the break preserving local linear estimator
Casas, Isabel; Gijbels, Irène - 2009
Persistent link: https://www.econbiz.de/10003892556
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Nonparametric methods in continuous time model specification
Casas, Isabel; Gao, Jiti - In: Econometric reviews 26 (2007) 1, pp. 91-106
Persistent link: https://www.econbiz.de/10003509019
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Time-varying coefficient estimation in SURE models : application to portfolio management
Casas, Isabel; Ferreira, Eva; Orbe-Mandaluniz, Susan - In: Journal of financial econometrics 19 (2021) 4, pp. 707-745
Persistent link: https://www.econbiz.de/10012654990
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Modelling time-varying income elasticities of health care expenditure for the OECD
Casas, Isabel; Gao, Jiti; Xie, Shangyu - 2018
Persistent link: https://www.econbiz.de/10012583636
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Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone
Casas, Isabel; Gao, Jiti; Peng, Bin; Xie, Shangyu - 2019
Persistent link: https://www.econbiz.de/10012606723