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Isabel Casas

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This is information that was supplied by Isabel Casas in registering through RePEc. If you are Isabel Casas , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Isabel
Middle Name:
Last Name: Casas
Suffix:

RePEc Short-ID: pca472

Email:
Homepage: http://www.icasasweb.com
Postal Address:
Phone:

Affiliation

(95%) Institut for Virksomhedsledelse og Økonomi
Syddansk Universitet
Location: Odense, Denmark
Homepage: http://www.sdu.dk/ivoe
Email:
Phone: 65 50 32 33
Fax: 65 50 32 37
Postal: Campusvej 55, 5230 Odense M
Handle: RePEc:edi:okioudk (more details at EDIRC)
(5%) Center for Research in Econometric Analysis of Time Series (CREATES)
Institut for Økonomi
Aarhus Universitet
Location: Aarhus, Denmark
Homepage: http://www.creates.au.dk/
Email:
Phone:
Fax:
Postal: Building 1322, DK-8000 Aarhus C
Handle: RePEc:edi:creaudk (more details at EDIRC)

Works

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Working papers

  1. Aslanidis, Nektarios & Casas, Isabel, 2011. "Modelling asset correlations: A nonparametric approach," Working Papers 2011-01, University of Sydney, School of Economics.
  2. Nektarios Aslanidis & Isabel Casas, 2010. "Modelling asset correlations during the recent FInancial crisis: A semiparametric approach," CREATES Research Papers 2010-71, School of Economics and Management, University of Aarhus.
  3. Isabel Casas & Irene Gijbels, 2009. "Unstable volatility functions: the break preserving local linear estimator," CREATES Research Papers 2009-48, School of Economics and Management, University of Aarhus.
  4. Casas, Isabel & Gao, Jiti, 2006. "Econometric estimation in long-range dependent volatility models: Theory and practice," MPRA Paper 11981, University Library of Munich, Germany, revised Aug 2007.
  5. Gao, Jiti & Casas, Isabel, 2006. "Specification testing in discretized diffusion models: Theory and practice," MPRA Paper 11980, University Library of Munich, Germany, revised Aug 2007.

Articles

  1. Aslanidis, Nektarios & Casas, Isabel, 2013. "Nonparametric correlation models for portfolio allocation," Journal of Banking & Finance, Elsevier, vol. 37(7), pages 2268-2283.
  2. Gao, Jiti & Casas, Isabel, 2008. "Specification testing in discretized diffusion models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 131-140, November.
  3. Casas, Isabel & Gao, Jiti, 2008. "Econometric estimation in long-range dependent volatility models: Theory and practice," Journal of Econometrics, Elsevier, vol. 147(1), pages 72-83, November.
  4. Casas, Isabel, 2008. "Estimation of stochastic volatility with LRD," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 78(2), pages 335-340.
  5. Isabel Casas & Jiti Gao, 2007. "Nonparametric Methods in Continuous Time Model Specification," Econometric Reviews, Taylor & Francis Journals, vol. 26(1), pages 91-106.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CIS: Confederation of Independent States (1) 2011-02-19. Author is listed
  2. NEP-CMP: Computational Economics (1) 2011-02-19. Author is listed
  3. NEP-ECM: Econometrics (2) 2009-11-07 2011-02-19. Author is listed
  4. NEP-ETS: Econometric Time Series (3) 2009-11-07 2010-11-13 2011-02-19. Author is listed
  5. NEP-FMK: Financial Markets (1) 2010-11-13. Author is listed
  6. NEP-RMG: Risk Management (1) 2010-11-13. Author is listed

Statistics

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