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	1	1	5	739
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	6	1,380	1	3	43	5,078
Long range dependence effects and ARCH modelling	0	0	1	253	0	0	2	564
Non-stationarities in financial time series, the long range dependence and the IGARCH effects	1	2	8	329	2	4	19	693
Non-stationarities in stock returns	0	2	2	785	0	3	7	1,501
The IGARCH e®ect: Consequences on volatility forecasting and option trading	0	0	1	84	0	1	4	240
The cost of sustainability on optimal portfolio choices	0	0	0	51	0	2	6	237
The cost of sustainability on optimal portfolio choices	0	0	0	48	0	1	2	237
When did the 2001 recession really start?	0	0	0	47	0	0	1	379
When did the 2001 recession really start?	0	0	0	232	0	0	0	2,046
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?	0	0	1	459	1	1	9	1,249
Total Working Papers	1	4	20	4,014	5	16	98	13,783

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	0	1	4	312
Second-order regular variation, convolution and the central limit theorem	0	1	1	6	0	1	3	69
The cost of sustainability in optimal portfolio decisions	0	0	0	22	1	1	3	116
Total Journal Articles	0	1	2	164	1	3	10	497

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Statistics updated 2025-05-12