Access Statistics for Roxana Halbleib (Chiriac)
Author contact details at EconPapers.
| 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 | 1 | 7 | 100 |
| Estimating stable latent factor models by indirect inference | 0 | 0 | 0 | 11 | 0 | 1 | 16 | 64 |
| Forecasting Covariance Matrices: A Mixed Approach | 1 | 3 | 3 | 20 | 1 | 6 | 13 | 65 |
| Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors | 0 | 0 | 0 | 39 | 0 | 3 | 7 | 167 |
| Improving the value at risk forecasts: Theory and evidence from the financial crisis | 0 | 1 | 1 | 106 | 0 | 3 | 34 | 354 |
| Modelling and forecasting multivariate realized volatility | 0 | 0 | 0 | 0 | 2 | 8 | 30 | 250 |
| Realized Quantiles* | 0 | 1 | 5 | 10 | 0 | 6 | 19 | 44 |
| Total Journal Articles | 1 | 5 | 10 | 206 | 3 | 28 | 126 | 1,044 |
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