Access Statistics for Roxana Halbleib (Chiriac)

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 0 2 7 86
Estimating Stable Factor Models By Indirect Inference 0 0 0 77 0 2 11 99
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 0 1 13 206
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 1 1 10 222
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 0 0 13 178
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 134 0 1 20 394
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 1 2 11 38
How Risky Is the Value at Risk? 0 0 0 211 0 1 16 424
How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice 0 0 3 48 1 3 22 76
Indirect Estimation of α-Stable Garch Models 1 1 1 82 2 2 18 188
Modelling and Forecasting Multivariate Realized Volatility 0 0 4 191 0 2 14 384
Which model to match? 0 0 0 26 0 0 14 106
Total Working Papers 1 1 8 1,093 5 17 169 2,401


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 6 101
Estimating stable latent factor models by indirect inference 0 0 0 11 0 0 15 64
Forecasting Covariance Matrices: A Mixed Approach 0 0 3 20 0 1 12 66
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 2 8 169
Improving the value at risk forecasts: Theory and evidence from the financial crisis 0 0 1 106 1 2 34 356
Modelling and forecasting multivariate realized volatility 0 0 0 0 0 4 28 254
Realized Quantiles* 0 0 5 10 0 1 20 45
Total Journal Articles 0 0 10 206 2 11 123 1,055


Statistics updated 2026-10-11