Access Statistics for Roxana Halbleib (Chiriac)
Author contact details at EconPapers.
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| 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 | 0 | 0 | 1 | 20 | 1 | 1 | 7 | 100 |
| Estimating stable latent factor models by indirect inference | 0 | 0 | 0 | 11 | 1 | 2 | 17 | 64 |
| Forecasting Covariance Matrices: A Mixed Approach | 1 | 1 | 1 | 18 | 3 | 4 | 10 | 62 |
| Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors | 0 | 0 | 0 | 39 | 3 | 3 | 7 | 167 |
| Improving the value at risk forecasts: Theory and evidence from the financial crisis | 0 | 0 | 1 | 105 | 0 | 10 | 32 | 351 |
| Modelling and forecasting multivariate realized volatility | 0 | 0 | 0 | 0 | 4 | 7 | 27 | 246 |
| Realized Quantiles* | 1 | 3 | 5 | 10 | 3 | 9 | 18 | 41 |
| Total Journal Articles | 2 | 4 | 8 | 203 | 15 | 36 | 118 | 1,031 |
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