Access Statistics for Roxana Halbleib (Chiriac)

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
A Note on Estimating Wishart Autoagressive Model	0	0	0	48	3	4	4	83
Estimating Stable Factor Models By Indirect Inference	0	0	0	77	3	4	4	92
Forecasting Covariance Matrices: A Mixed Frequency Approach	0	0	0	119	3	5	6	198
Forecasting Covariance Matrices: A Mixed Frequency Approach	0	0	0	99	3	5	6	170
Forecasting Covariance Matrices: A Mixed Frequency Approach	0	0	0	58	0	2	4	214
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors	0	0	2	134	0	2	6	376
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors	0	0	0	0	3	3	3	30
How Risky Is the Value at Risk?	0	0	1	211	2	5	7	413
How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice	0	1	1	46	2	6	8	60
Indirect Estimation of α-Stable Garch Models	0	0	0	81	2	3	3	173
Modelling and Forecasting Multivariate Realized Volatility	0	2	2	189	1	7	8	377
Which model to match?	0	0	0	26	1	3	4	95
Total Working Papers	0	3	6	1,088	23	49	63	2,281

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	1	20	1	1	4	96
Estimating stable latent factor models by indirect inference	0	0	0	11	2	7	9	56
Forecasting Covariance Matrices: A Mixed Approach	0	0	0	17	0	2	5	56
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors	0	0	0	39	0	0	2	161
Improving the value at risk forecasts: Theory and evidence from the financial crisis	0	0	1	105	4	5	11	327
Modelling and forecasting multivariate realized volatility	0	0	0	0	0	8	16	234
Realized Quantiles*	0	0	0	5	0	3	6	28
Total Journal Articles	1	1	2	197	7	26	53	958

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Statistics updated 2026-01-09