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 0 119 0 1 1 193
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 0 0 1 210
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 1 1 1 165
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 132 1 1 1 371
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 0 0 210 0 1 2 407
How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice 0 0 1 45 0 0 2 52
Indirect Estimation of α-Stable Garch Models 0 0 0 81 0 0 0 170
Modelling and Forecasting Multivariate Realized Volatility 0 0 1 187 0 1 4 369
Which model to match? 0 0 0 26 0 0 1 91
Total Working Papers 0 0 2 1,082 2 5 14 2,222

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 1 19 0 1 3 92
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 0 1 51
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 0 2 159
Improving the value at risk forecasts: Theory and evidence from the financial crisis 0 0 1 104 0 3 9 318
Modelling and forecasting multivariate realized volatility 0 0 0 0 0 2 6 219
Realized Quantiles* 0 0 0 5 0 1 5 23
Total Journal Articles 0 0 3 195 0 7 28 909

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Statistics updated 2025-03-03