Isabel Casas
Isabel Casas
Associate Professor, The University of Deusto
Verified email at - Homepage
Cited by
Cited by
Adoption of health information technologies by physicians for clinical practice: the Andalusian case
E Villalba-Mora, I Casas, F Lupiañez-Villanueva, I Maghiros
International journal of medical informatics 84 (7), 477-485, 2015
Different starting points for English language learning: A comparative study of Danish and Spanish young learners
C Muñoz, T Cadierno, I Casas
Language Learning 68 (4), 1076-1109, 2018
Econometric estimation in long-range dependent volatility models: Theory and practice
I Casas, J Gao
Journal of econometrics 147 (1), 72-83, 2008
tvReg: Time-varying coefficient linear regression for single and multi-equations in R
I Casas, R Fernandez-Casal
Available at SSRN 3363526, 2019
Integrated personal health and care services deployment: experiences in eight European countries
E Villalba, I Casas, F Abadie, M Lluch
International journal of medical informatics 82 (7), 626-635, 2013
Nonparametric correlation models for portfolio allocation
N Aslanidis, I Casas
Journal of Banking & Finance 37 (7), 2268-2283, 2013
Time-varying coefficient estimation in SURE models. Application to portfolio management
I Casas, E Ferreira, S Orbe
Journal of Financial Econometrics 19 (4), 707-745, 2021
Specification testing in discretized diffusion models: Theory and practice
J Gao, I Casas
Journal of Econometrics 147 (1), 131-140, 2008
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone
I Casas, J Gao, B Peng, S Xie
Journal of Applied Econometrics 36 (3), 328-345, 2021
Unstable volatility: the break-preserving local linear estimator
I Casas, I Gijbels
Journal of Nonparametric Statistics 24 (4), 883-904, 2012
tvReg: Time-varying Coefficients in Multi-Equation Regression in R.
I Casas, R Fernández-Casal
R Journal 14 (1), 2022
Modelling time-varying income elasticities of health care expenditure for the OECD
I Casas, J Gao, B Peng, S Xie
Available at SSRN 3262326, 2018
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
I Casas, X Mao, H Veiga
SSRN, 2018
Nonparametric methods in continuous time model specification
I Casas, J Gao
Econometric Reviews 26 (1), 91-106, 2007
Exploring option pricing and hedging via volatility asymmetry
I Casas, H Veiga
Computational Economics 57, 1015-1039, 2021
Towards integrated personal health and care services deployment in europe
EV Mora, M Lluch, I Casas, F Abadie, I Maghiros
IVWorkshop on, 2012
CREATES Research Paper 2010-71
N Aslanidis, I Casas
Estimation of stochastic volatility with LRD
I Casas
Mathematics and Computers in Simulation 78 (2-3), 335-340, 2008
Unstable volatility functions: the break preserving local linear estimator
I Casas, I Gijbels
CREATES Research Paper 48, 2009
Stochastic volatility with long-range dependence
I Casas, J Gao
MODSIM 2005 International Congress on Modelling and Simulation, 802-806, 2005
The system can't perform the operation now. Try again later.
Articles 1–20