Access Statistics for Catalin Starica

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Working Paper File Downloads Abstract Views
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 0 346 1 2 10 750
Empirical Testing of the Infinite Source Poisson Data Traffic Model 0 0 0 0 0 1 8 828
Is GARCH(1,1) as good a model as the Nobel prize accolades would imply? 0 1 2 1,383 0 7 33 5,117
Long range dependence effects and ARCH modelling 0 0 0 253 0 2 13 578
Non-stationarities in financial time series, the long range dependence and the IGARCH effects 0 1 2 332 1 4 17 712
Non-stationarities in stock returns 0 0 1 786 3 12 29 1,531
The IGARCH e®ect: Consequences on volatility forecasting and option trading 0 0 2 86 1 4 12 252
The cost of sustainability on optimal portfolio choices 0 0 0 51 0 3 11 249
The cost of sustainability on optimal portfolio choices 0 0 0 48 0 1 14 251
When did the 2001 recession really start? 0 0 0 47 0 2 9 388
When did the 2001 recession really start? 0 0 0 232 0 6 10 2,056
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts? 0 0 2 461 1 11 28 1,279
Total Working Papers 0 2 9 4,025 7 55 194 13,991

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate extremes for models with constant conditional correlations 0 0 2 138 1 1 8 320
Second-order regular variation, convolution and the central limit theorem 0 0 0 6 0 6 21 90
The cost of sustainability in optimal portfolio decisions 0 0 0 22 0 5 9 125
Total Journal Articles 0 0 2 166 1 12 38 535

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Statistics updated 2026-07-10