Isabel
Casas Villalba
Publicaciones (17) Publicaciones de Isabel Casas Villalba
2024
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Electricity forecast adapted to ocean conditions: The Mutriku case study
Applied Ocean Research, Vol. 149
2022
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tvReg: Time-varying Coefficients in Multi-Equation Regression in R
R Journal, Vol. 14, Núm. 1, pp. 79-100
2021
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Exploring Option Pricing and Hedging via Volatility Asymmetry
Computational Economics, Vol. 57, Núm. 4, pp. 1015-1039
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Forecast of Mutriku’s electricity production adapting for ocean conditions (September 2021)
Proceedings of the European Wave and Tidal Energy Conference
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Time-varying coefficient estimation in SURE models. Application to portfolio management∗
Journal of Financial Econometrics, Vol. 19, Núm. 4, pp. 707-745
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Time-varying income elasticities of healthcare expenditure for the OECD and Eurozone
Journal of Applied Econometrics, Vol. 36, Núm. 3, pp. 328-345
2018
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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
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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
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Integrated personal health and care services deployment: Experiences in eight European countries
International Journal of Medical Informatics, Vol. 82, Núm. 7, pp. 626-635
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Nonparametric correlation models for portfolio allocation
Journal of Banking and Finance, Vol. 37, Núm. 7, pp. 2268-2283
2012
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Unstable volatility: The break-preserving local linear estimator
Journal of Nonparametric Statistics, Vol. 24, Núm. 4, pp. 883-904
2008
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Econometric estimation in long-range dependent volatility models: Theory and practice
Journal of Econometrics, Vol. 147, Núm. 1, pp. 72-83
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Estimation of stochastic volatility with LRD
Mathematics and Computers in Simulation, Vol. 78, Núm. 2-3, pp. 335-340
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Specification testing in discretized diffusion models: Theory and practice
Journal of Econometrics, Vol. 147, Núm. 1, pp. 131-140
2007
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Nonparametric methods in continuous time model specification
Econometric Reviews, Vol. 26, Núm. 1, pp. 91-106
2005
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Stochastic volatility with long-range dependence
MODSIM05 - International Congress on Modelling and Simulation: Advances and Applications for Management and Decision Making, Proceedings
2001
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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)