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Casas, Isabel

Postdoc, PhD


    
Education: PhD, University of Western Australia (2006)
Position: Postdoc, 2008
 

Administrative Assistant: Martha Berdiin (CREATES) and Thomas Stephansen
E-Mail: icasas@remove.this.creates.au.dk
Contact: Phone: +45 8942 1561
Office: Room 134, Building 1327
Personal Home Page
Official Site
    
 
Teaching Interests        

  • Econometrics
  • Statistics


Research Interests

  • Stochastic Volatility
  • Long Memory
  • Nonparametric Estimation
  • High-frequency Finance


Selected Publications         

  • Casas, I. & Gao, J. (2007)."Nonparametric methods in continuous time model specification". Econometric Reviews, 26, pp. 91-106
  • Casas, I. (2008). "Estimation of stochastic volatility with LRD". Mathematics and Computers in Simulation, 78, pp. 335-340
  • Casas, I. & Gao, J. (2008). "Econometric estimation in long-range dependent volatility models: theory and practice". Journal of Econometrics. (To appear)
Comments on content: Bibiana Paluszewska
Revised: 16.02.2010