List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Econometric estimation in long-range dependent volatility models: theory and practice Journal of Econometrics | 2016-06-22 | Paper |
| Specification testing in discretized diffusion models: theory and practice Journal of Econometrics | 2016-06-22 | Paper |
| Unstable volatility: the break-preserving local linear estimator Journal of Nonparametric Statistics | 2012-12-20 | Paper |
| Estimation of stochastic volatility with LRD Mathematics and Computers in Simulation | 2008-06-18 | Paper |
| Nonparametric Methods in Continuous Time Model Specification Econometric Reviews | 2007-04-18 | Paper |
Research outcomes over time
This page was built for person: Isabel Casas
