Author

Isabel Casas

Associate Professor, The University of Deusto - Cited by 361 - R - nonparametric statistics - time-varying parameters

Biography

Dr. Isabel Casas is currently working at Biology Department. Isabel Casas is research interests includes Biology in Animal Sperm. Isabel Casas serving as an editorial member and reviewer of several international reputed journals. Isabel Casas has successfully completed his Administrative responsibilities. Isabel Casas has authored of many research articles/books related to Medicine.
Title
Cited by
Year
Adoption of health information technologies by physicians for clinical practice: the Andalusian case
E Villalba-Mora, I Casas, F Lupiañez-Villanueva, I MaghirosInternational journal of medical informatics 84 (7), 477-485, 2015201
70
2015
Different starting points for English language learning: A comparative study of Danish and Spanish young learners
C Muñoz, T Cadierno, I CasasLanguage Learning 68 (4), 1076-1109, 2018201
66
2018
Econometric estimation in long-range dependent volatility models: Theory and practice
I Casas, J GaoJournal of econometrics 1 (1), 72-83, 2008200
47
2008
tvReg: Time-varying coefficient linear regression for single and multi-equations in R
I Casas, R Fernandez-CasalAvailable at SSRN 3363526, 2019201
31
2019
Integrated personal health and care services deployment: experiences in eight European countries
E Villalba, I Casas, F Abadie, M LluchInternational journal of medical informatics 82 (7), 626-635, 2013201
30
2013
Nonparametric correlation models for portfolio allocation
N Aslanidis, I CasasJournal of Banking & Finance 37 (7), 2268-2283, 2013201
25
2013
Specification testing in discretized diffusion models: Theory and practice
J Gao, I CasasJournal of Econometrics 147 (1), 131-140, 080
20
2008
Time-varying coefficient estimation in SURE models. Application to portfolio management
I Casas, E Ferreira, S OrbeJournal of Financial Econometrics 19 (4), 707-745, 2021202
18
2021
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone
I Casas, J Gao, B Peng, S XieJournal of Applied Econometrics 36 (3), 328-345, 2021202
17
2021
Unstable volatility: the break-preserving local linear estimator
I Casas, I GijbelsJournal of Nonparametric Statistics 24 (4), 883-04, 2012201
9
2012
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
I Casas, X Mao, H VeigaSSRN, 2018201
4
2018
Modelling time-varying income elasticities of health care expenditure for the OECD
I Casas, J Gao, B Peng, S XieAvailable at SSRN 3262326, 2018201
4
2018
Nonparametric methods in continuous time model specification
I Casas, J GaoEconometric Reviews 26 (1), 91-106, 2007200
4
2007
Exploring option pricing and hedging via volatility asymmetry
I Casas, H VeigaComputational Economics 57, 1015-109, 2021202
3
2021
Towards integrated personal health and care services deployment in europe
EV Mora, M Lluch, I Casas, F Abadie, I MaghirosIVWorkshop on, 2012201
3
2012
Estimation of stochastic volatility with LRD
I CasasMathematics and Computers in Simulation 78 (-3), 335-340, 00800
2
2008
Unstable volatility functions: the break preserving local linear estimator
I Casas, I GijbelsCREATES Research Paper 48, 2009200
1
2009
tvReg: Time-varying Coefficients in Multi-Equation Regression in R.
I Casas, R Fernández-CasalR Journal 4 (), 2022202
1
2022
Stochastic volatility with long-range dependence
I Casas, J GaoMODSIM 2005 International Congress on Modelling and Simulation, 802-806, 2005200
1
2005
Estimation of continuous-time financial models with long-range dependence
I Casas, J GaoUniversity of Western Australia. Department of Mathematics and Statistics, 2004200
1
2004

Referred From: https://scholar.google.com.au/citations?user=kfAfLXYAAAAJ&hl=en

Cited by
Citations 361
h-index 9
i10-index 9
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