Access Statistics for Catalin Starica

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Changes of structure in financial time series and the GARCH model	0	0	1	346	0	0	5	738
Empirical Testing of the Infinite Source Poisson Data Traffic Model	0	0	0	0	0	0	0	820
Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?	0	0	8	1,380	1	4	47	5,076
Long range dependence effects and ARCH modelling	0	0	2	253	0	0	4	564
Non-stationarities in financial time series, the long range dependence and the IGARCH effects	0	1	7	327	1	6	22	690
Non-stationarities in stock returns	2	2	3	785	2	2	9	1,500
The IGARCH e®ect: Consequences on volatility forecasting and option trading	0	0	1	84	1	1	5	240
The cost of sustainability on optimal portfolio choices	0	0	0	48	1	1	4	237
The cost of sustainability on optimal portfolio choices	0	0	0	51	1	3	6	236
When did the 2001 recession really start?	0	0	0	232	0	0	0	2,046
When did the 2001 recession really start?	0	0	0	47	0	0	1	379
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?	0	0	1	459	0	0	8	1,248
Total Working Papers	2	3	23	4,012	7	17	111	13,774

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Multivariate extremes for models with constant conditional correlations	0	0	1	136	1	1	4	312
Second-order regular variation, convolution and the central limit theorem	1	1	1	6	1	1	4	69
The cost of sustainability in optimal portfolio decisions	0	0	0	22	0	0	3	115
Total Journal Articles	1	1	2	164	2	2	11	496

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Statistics updated 2025-03-03