Publicaciones (17) Publicaciones de Isabel Casas Villalba

2024

  1. Electricity forecast adapted to ocean conditions: The Mutriku case study

    Applied Ocean Research, Vol. 149

2022

  1. tvReg: Time-varying Coefficients in Multi-Equation Regression in R

    R Journal, Vol. 14, Núm. 1, pp. 79-100

2021

  1. Exploring Option Pricing and Hedging via Volatility Asymmetry

    Computational Economics, Vol. 57, Núm. 4, pp. 1015-1039

  2. Forecast of Mutriku’s electricity production adapting for ocean conditions (September 2021)

    Proceedings of the European Wave and Tidal Energy Conference

  3. Time-varying coefficient estimation in SURE models. Application to portfolio management∗

    Journal of Financial Econometrics, Vol. 19, Núm. 4, pp. 707-745

  4. Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone

    Journal of Applied Econometrics, Vol. 36, Núm. 3, pp. 328-345

2018

  1. Different Starting Points for English Language Learning: A Comparative Study of Danish and Spanish Young Learners

    Language Learning, Vol. 68, Núm. 4, pp. 1076-1109

2015

  1. Adoption of health information technologies by physicians for clinical practice: The Andalusian case

    International Journal of Medical Informatics, Vol. 84, Núm. 7, pp. 477-485

2013

  1. Integrated personal health and care services deployment: Experiences in eight European countries

    International Journal of Medical Informatics, Vol. 82, Núm. 7, pp. 626-635

  2. Nonparametric correlation models for portfolio allocation

    Journal of Banking and Finance, Vol. 37, Núm. 7, pp. 2268-2283

2012

  1. Unstable volatility: The break-preserving local linear estimator

    Journal of Nonparametric Statistics, Vol. 24, Núm. 4, pp. 883-904

2008

  1. Econometric estimation in long-range dependent volatility models: Theory and practice

    Journal of Econometrics, Vol. 147, Núm. 1, pp. 72-83

  2. Estimation of stochastic volatility with LRD

    Mathematics and Computers in Simulation, Vol. 78, Núm. 2-3, pp. 335-340

  3. Specification testing in discretized diffusion models: Theory and practice

    Journal of Econometrics, Vol. 147, Núm. 1, pp. 131-140

2007

  1. Nonparametric methods in continuous time model specification

    Econometric Reviews, Vol. 26, Núm. 1, pp. 91-106

2005

  1. Stochastic volatility with long-range dependence

    MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings

2001

  1. Efficient monte carlo linear solver with chain reduction and optimization using PLFG

    Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)