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	1	3	28	228	2	7	56	421
Empirical Testing of the Infinite Source Poisson Data Traffic Model	0	0	0	0	4	7	39	746
Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?	13	34	223	838	54	125	904	2,621
Long range dependence effects and ARCH modelling	1	2	20	155	1	6	34	318
Non-stationarities in financial time series, the long range dependence and the IGARCH effects	0	4	24	162	3	11	57	295
Non-stationarities in stock returns	2	11	66	486	7	27	125	756
The IGARCH e®ect: Consequences on volatility forecasting and option trading	1	2	8	8	1	2	12	12
When did the 2001 recession really start?	0	2	12	35	5	13	77	278
When did the 2001 recession really start?	4	6	38	187	30	80	400	1,564
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?	2	8	50	296	11	22	164	661
Total Working Papers	24	72	469	2,395	118	300	1,868	7,672

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	3	3	8	62	5	7	27	149
Total Journal Articles	3	3	8	62	5	7	27	149

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Statistics updated 2009-11-04