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 4 5 84
Estimating Stable Factor Models By Indirect Inference 0 0 0 77 0 6 7 95
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 119 0 6 8 201
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 99 0 5 7 172
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 58 0 3 7 217
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 2 134 5 13 18 389
Forecasting multivariate volatility using the VARFIMA model on realized covariance cholesky factors 0 0 0 0 0 7 7 34
How Risky Is the Value at Risk? 0 0 1 211 1 9 13 420
How informative is high-frequency data for tail risk estimation and forecasting? An intrinsic time perspectice 2 2 3 48 2 7 13 65
Indirect Estimation of α-Stable Garch Models 0 0 0 81 3 7 8 178
Modelling and Forecasting Multivariate Realized Volatility 0 0 2 189 0 2 9 378
Which model to match? 0 0 0 26 1 5 8 99
Total Working Papers 2 2 8 1,090 12 74 110 2,332


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 1 1 20 0 4 7 99
Estimating stable latent factor models by indirect inference 0 0 0 11 0 8 15 62
Forecasting Covariance Matrices: A Mixed Approach 0 0 0 17 0 2 7 58
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 0 39 0 3 5 164
Improving the value at risk forecasts: Theory and evidence from the financial crisis 0 0 1 105 3 21 26 344
Modelling and forecasting multivariate realized volatility 0 0 0 0 1 6 21 240
Realized Quantiles* 0 2 2 7 4 8 13 36
Total Journal Articles 0 3 4 199 8 52 94 1,003


Statistics updated 2026-03-04