Articles

Villalba-Mora, E., Casas, I., Lupiañez-Villanueva, F. and Maghiros, I. (2015). Adoption of Health Information Technologies by physicians for clinical practice: The Andalusian case. International Journal of Medical Informatics, 84, pp. 477-485.

Aslanidis, N. and Casas, I. (2013). Nonparametric correlation models for portfolio allocation. Journal of Banking and Finance, 37, pp. 2268-2283. Download R code.

Villalba, E., Casas, I., Abadie, F. and Lluch, M. (2013). Integrated personal health and care services deployment: experiences in eight European countries. International Journal of Medical Informatics, 82, pp. 626-635.

Casas, I. and Gijbels, I. (2012). Unstable volatility: the break-preserving local linear estimator. Journal of Nonparametric Statistics, 24, pp. 883-904.

Casas, I. and Gao, J. (2008). Econometric Estimation in Long--Range Dependent Volatility Models: Theory and Practice. Journal of Econometrics, 147, pp. 72-83.

Gao, J. and Casas, I.(2008). Specification Testing in Discretized Diffusion Models: Theory and Practice. Journal of Econometrics, 147, pp. 131-140.

Casas, I. (2008). Estimation of stochastic volatility with LRD. Mathematics and Computers in Simulation, 78, pp. 335-340.

Casas, I. and Gao, J. (2007). Nonparametric Methods in Continuous Time Model Specification. Econometric Reviews, 26, 91-106.

Working papers

Aslanidis, N. and Casas, I. (2011). Modelling asset correlations: A nonparametric approach. University of Sydney Economics Working Paper 2011-01.

Aslanidis, N. and Casas, I. (2010). Modelling asset correlations during the recent financial crisis: A semiparametric approach. CREATES Research Paper 2010-71.

Casas, I. and Gijbels, I. (2009). Unstable Volatility Functions: the Break Preserving Local Linear Estimator. CREATES Research Paper 2009-48.

Refereed proceedings

Casas, I. and Grassi, S. (2014). "Time-varying VAR: a nonparametric approach". Proceedings International Work-Conference in Time Series Analysis, 866-867.

Villalba Mora E., Lluch M. , Casas, I., Abadie, F. and Maghiros I. (2012). "Towards integrated personal health and care services deployment in Europe". Proceedings IV Workshop on Technology for Healthcare and Healthy Lifestyle, 1994-1995.

Casas, I. and Gao, J. (2005). "Stochastic volatility with long-range dependence". MODSIM 2005 International Congress on Modelling and Simulations, 802-806.

Casas Villalba, M.I. and Tan, CJ K. (2001). "Efficient Monte Carlo linear solver with chain reduction and optimization using PLFG". Proceeding HPCN Europe 2001. Springer-Verlag London, UK, 405-414.