Access Statistics for Roxana Halbleib (Chiriac)

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on Estimating Wishart Autoagressive Model 0 0 0 48 0 0 0 79
Estimating Stable Factor Models By Indirect Inference 0 0 0 77 0 0 1 88
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 0 0 0 210
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 0 0 1 165
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 0 0 1 193
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 1 1 133 0 2 3 373
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 0 0 0 27
How Risky Is the Value at Risk? 0 1 1 211 0 1 3 408
How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice 0 0 1 45 1 1 2 53
Indirect Estimation of α-Stable Garch Models 0 0 0 81 0 0 0 170
Modelling and Forecasting Multivariate Realized Volatility 0 0 0 187 0 0 3 369
Which model to match? 0 0 0 26 1 1 2 92
Total Working Papers 0 2 3 1,084 2 5 16 2,227

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating GARCH-type models with symmetric stable innovations: Indirect inference versus maximum likelihood 0 0 0 19 0 1 2 93
Estimating stable latent factor models by indirect inference 0 0 1 11 0 0 2 47
Forecasting Covariance Matrices: A Mixed Approach 0 0 0 17 0 1 2 52
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 1 2 160
Improving the value at risk forecasts: Theory and evidence from the financial crisis 0 0 1 104 0 1 7 319
Modelling and forecasting multivariate realized volatility 0 0 0 0 1 1 5 220
Realized Quantiles* 0 0 0 5 1 1 5 24
Total Journal Articles 0 0 2 195 2 6 25 915

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Statistics updated 2025-06-06