Access Statistics for Ciprian Necula

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Framework for Derivative Pricing in the Fractional Black-Scholes Market 0 1 3 117 1 2 8 312
A General Closed Form Option Pricing Formula 0 0 0 4 1 2 9 46
A Robust Assessment of the Romanian Business Cycle 0 0 2 166 0 1 13 388
A Two-Country Discontinuous General Equilibrium Model 0 0 0 59 1 3 12 242
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 13 0 5 18 71
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 1 1 1 53 4 5 11 165
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 0 2 186 3 7 23 648
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 0 5 177 0 1 10 407
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 2 223 0 1 7 541
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 2 128 0 1 4 364
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 2 140 0 0 9 348
Herding and Stochastic Volatility 0 0 2 4 0 0 6 19
Modelling and Detecting Long Memory in Stock Returns 0 0 2 82 0 1 4 159
Option Pricing in a Fractional Brownian Motion Environment 1 1 24 571 5 10 58 1,555
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 0 0 150 4 4 6 451
The Dynamics of Heterogeneity and Asset Prices 0 0 1 6 0 1 5 18
Total Working Papers 2 3 48 2,079 19 44 203 5,734

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general closed form option pricing formula 0 0 1 4 1 3 14 33
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 10 19 1 4 21 64
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 3 46 0 4 10 194
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 1 3 5 161 4 7 17 433
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 1 1 1 100 1 4 11 289
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 1 251 5 6 12 556
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 1 2 343 1 3 14 776
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 1 1 5 173 1 4 16 436
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 1 2 4 145 2 4 9 347
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 1 1 2 72
Total Journal Articles 4 8 32 1,268 17 40 126 3,200

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Statistics updated 2021-01-03