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 2 2 7 86
Estimating Stable Factor Models By Indirect Inference 0 0 0 77 2 2 11 99
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 0 1 13 178
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 1 2 13 206
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 0 1 9 221
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 134 1 2 20 394
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 1 1 10 37
How Risky Is the Value at Risk? 0 0 0 211 1 3 16 424
How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice 0 0 3 48 2 2 21 75
Indirect Estimation of α-Stable Garch Models 0 0 0 81 0 0 16 186
Modelling and Forecasting Multivariate Realized Volatility 0 1 4 191 2 4 15 384
Which model to match? 0 0 0 26 0 1 14 106
Total Working Papers 0 1 7 1,092 12 21 165 2,396


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 0 0 6 100
Estimating stable latent factor models by indirect inference 0 0 0 11 0 0 15 64
Forecasting Covariance Matrices: A Mixed Approach 0 1 3 20 0 2 12 66
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 1 2 8 169
Improving the value at risk forecasts: Theory and evidence from the financial crisis 0 0 1 106 1 1 34 355
Modelling and forecasting multivariate realized volatility 0 0 0 0 3 6 30 254
Realized Quantiles* 0 0 5 10 0 1 20 45
Total Journal Articles 0 1 10 206 5 12 125 1,053


Statistics updated 2026-09-10