Isabel Casas
Isabel Casas
Associate Professor, The University of Southern Denmark
Email verificata su sam.sdu.dk - Home page
Titolo
Citata da
Citata da
Anno
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
472015
Econometric estimation in long-range dependent volatility models: Theory and practice
I Casas, J Gao
Journal of Econometrics 147 (1), 72-83, 2008
392008
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
292013
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
192018
Nonparametric correlation models for portfolio allocation
N Aslanidis, I Casas
Journal of Banking & Finance 37 (7), 2268-2283, 2013
192013
Specification testing in discretized diffusion models: Theory and practice
J Gao, I Casas
Journal of econometrics 147 (1), 131-140, 2008
122008
Unstable volatility: the break-preserving local linear estimator
I Casas, I Gijbels
Journal of Nonparametric Statistics 24 (4), 883-904, 2012
92012
Time-varying coefficient estimation in SURE models. Application to portfolio management
I Casas, E Ferreira, S Orbe
Journal of Financial Econometrics, 2017
62017
tvReg: Time-varying Coefficient Linear Regression for Single and Multi-Equations in R
I Casas, R Fernandez-Casal
Available at SSRN 3363526, 2019
52019
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
42018
Nonparametric methods in continuous time model specification
I Casas, J Gao
Econometric Reviews 26 (1), 91-106, 2007
42007
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
I Casas, X Mao, H Veiga
Url= http://pure. au. dk/portal/files/123066669/rp18_10. pdf, 2018
32018
Modelling asset correlations during the recent financial crisis: A semiparametric approach
N Aslanidis, I Casas
Research Seminar presentation, School of Finance and Economics, University …, 2010
32010
Theory and Practice
J Gao, I Casas
32006
Time-Varying Income Elasticities of Healthcare Expenditure for the OECD and Eurozone
I Casas, J Gao, B Peng, S Xie
Monash Econometrics and Business Statistics Working Papers, 2019
22019
Towards integrated personal health and care services deployment in europe
EV Mora, M Lluch, I Casas, F Abadie, I Maghiros
IVWorkshop on, 2012
22012
Estimation of stochastic volatility with LRD
I Casas
Mathematics and Computers in Simulation 78 (2-3), 335-340, 2008
22008
Exploring option pricing and hedging via volatility asymmetry
I Casas, H Veiga
Computational Economics, 1-25, 2020
12020
Unstable volatility functions: the break preserving local linear estimator
I Casas, I Gijbels
CREATES Research Paper 48, 2009
12009
Stochastic volatility with long-range dependence
I Casas, J Gao
MODSIM 2005 International Congress on Modelling and Simulation, 802-806, 2005
12005
Il sistema al momento non può eseguire l'operazione. Riprova più tardi.
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