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 70
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 94 0 0 6 135
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 1 116 0 0 2 175
Forecasting Covariance Matrices: A Mixed Frequency Approach 0 0 0 54 1 1 11 179
Forecasting Multivariate Volatility Using the VARFIMA Model on Realized Covariance Cholesky Factors 0 1 2 132 1 3 6 355
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 1 207 0 6 17 377
Indirect Estimation of α-Stable Garch Models 0 1 1 79 0 1 7 151
Modelling and Forecasting Multivariate Realized Volatility 0 0 3 185 1 1 18 344
Which model to match? 0 0 0 24 0 1 2 80
Total Working Papers 0 2 10 1,015 4 15 82 1,946


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 0 11 0 1 5 59
Estimating stable latent factor models by indirect inference 0 1 6 7 1 2 19 27
Forecasting Covariance Matrices: A Mixed Approach 0 1 2 10 1 2 7 26
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors 0 0 1 39 0 0 4 148
Improving the value at risk forecasts: Theory and evidence from the financial crisis 0 0 2 87 1 3 9 255
Modelling and forecasting multivariate realized volatility 0 0 0 0 0 2 16 177
Total Journal Articles 0 2 11 154 3 10 60 692


Statistics updated 2019-10-05