Access Statistics for Ciprian Necula

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Working Paper	File Downloads				Abstract Views
Working Paper	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	0	0	119	0	0	0	319
A General Closed Form Option Pricing Formula	0	0	1	6	1	5	8	66
A Robust Assessment of the Romanian Business Cycle	0	0	0	174	0	0	1	418
A Two-Country Discontinuous General Equilibrium Model	0	0	1	63	2	4	6	261
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing	0	0	0	17	2	4	5	102
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model	0	0	1	55	0	0	2	175
Barrier Options and a Reflection Principle of the Fractional Brownian Motion	0	0	1	195	0	1	3	715
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania	0	0	0	179	1	2	2	427
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania	0	0	1	226	0	0	1	553
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy	0	0	0	131	1	1	1	376
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca	0	0	1	155	0	0	2	378
Herding and Stochastic Volatility	0	0	0	5	0	0	0	29
Modelling and Detecting Long Memory in Stock Returns	0	0	0	87	1	1	1	170
Option Pricing in a Fractional Brownian Motion Environment	1	2	5	674	4	7	19	1,862
Pricing European and Barrier Options in the Fractional Black-Scholes Market	0	0	2	158	0	0	4	471
The Dynamics of Heterogeneity and Asset Prices	0	0	0	7	0	0	0	23
Total Working Papers	1	2	13	2,251	12	25	55	6,345

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Copula-Garch Modelcopula-Garch Model	0	0	1	1	1	2	6	9
A general closed form option pricing formula	0	0	0	5	0	0	0	47
A two-factor cointegrated commodity price model with an application to spread option pricing	0	0	0	23	0	0	0	89
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY	0	0	0	46	0	0	1	198
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach	0	0	0	180	0	2	7	487
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach	0	1	1	112	0	1	5	323
Long Memory in Eastern European Financial Markets Returns	0	0	0	0	0	0	0	0
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES	0	0	0	254	0	0	1	584
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL	0	0	0	350	3	3	5	806
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution	0	0	1	177	0	1	3	461
Modeling Tail Dependence Using Stochastic Volatility Model	0	0	0	1	1	1	2	7
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach	0	0	2	161	2	3	8	387
Quantifying the probability of a recession in selected Central and Eastern European countries	0	0	1	2	0	1	2	3
Quantifying the recapitalization fund premium using option pricing techniques	0	0	0	26	1	2	2	74
Total Journal Articles	0	1	6	1,338	8	16	42	3,475

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Statistics updated 2025-09-05