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 0 0 68
Estimating Stable Factor Models By Indirect Inference 0 0 2 76 1 2 10 68
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 54 1 1 11 178
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 94 1 4 9 135
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 1 116 0 0 3 175
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 1 131 0 0 3 352
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 0 0 3 12
How Risky Is the Value at Risk? 0 0 2 207 0 3 16 371
Indirect Estimation of α-Stable Garch Models 0 0 0 78 2 3 10 150
Modelling and Forecasting Multivariate Realized Volatility 0 0 4 185 2 3 18 343
Which model to match? 0 0 0 24 0 0 1 79
Total Working Papers 0 0 10 1,013 7 16 84 1,931
1 registered items for which data could not be found


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 4 11 2 2 9 58
Estimating stable latent factor models by indirect inference 1 2 6 6 1 5 23 25
Forecasting Covariance Matrices: A Mixed Approach 0 0 1 9 1 1 6 24
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 1 39 0 0 7 148
Improving the value at risk forecasts: Theory and evidence from the financial crisis 0 0 2 87 0 1 6 252
Modelling and forecasting multivariate realized volatility 0 0 0 0 1 3 15 175
Total Journal Articles 1 2 14 152 5 12 66 682


Statistics updated 2019-07-03