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 1 120 0 12 17 336
A General Closed Form Option Pricing Formula 0 0 0 6 2 4 19 80
A Robust Assessment of the Romanian Business Cycle 0 1 1 175 1 6 17 435
A Two-Country Discontinuous General Equilibrium Model 0 1 2 65 1 8 23 280
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 0 2 9 107
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 1 1 56 0 5 15 190
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 1 1 196 0 6 21 735
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 0 1 180 0 1 11 436
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 0 226 0 0 7 560
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 1 132 1 2 16 391
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 1 156 0 1 5 383
Herding and Stochastic Volatility 0 0 0 5 1 5 10 39
Modelling and Detecting Long Memory in Stock Returns 0 1 2 89 0 3 12 181
Option Pricing in a Fractional Brownian Motion Environment 1 3 6 678 3 14 36 1,891
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 1 1 159 5 12 18 489
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 0 3 15 38
Total Working Papers 1 10 18 2,267 14 84 251 6,571

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Copula-Garch Modelcopula-Garch Model 0 0 1 2 0 1 9 16
A general closed form option pricing formula 0 0 0 5 0 2 8 55
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 0 23 1 4 6 95
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 0 46 0 2 9 207
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 0 0 4 184 2 6 32 517
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 1 112 2 4 16 338
Long Memory in Eastern European Financial Markets Returns 0 0 0 0 1 1 8 8
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 0 254 2 7 20 604
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 0 350 0 7 25 828
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 0 177 1 4 9 469
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 0 3 11 17
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 0 161 0 2 11 395
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 0 2 0 0 7 9
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 0 3 7 79
Total Journal Articles 0 0 6 1,343 9 46 178 3,637

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Statistics updated 2026-06-04