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 0 1 120 2 2 20 339
A General Closed Form Option Pricing Formula 0 0 0 6 0 0 15 81
A Robust Assessment of the Romanian Business Cycle 0 1 2 176 0 3 20 439
A Two-Country Discontinuous General Equilibrium Model 0 0 2 65 0 0 18 280
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 1 1 7 109
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 0 1 56 0 0 15 191
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 1 2 197 0 2 22 739
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 0 2 181 0 0 9 437
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 1 1 227 1 2 11 565
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 1 132 0 1 15 392
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 1 156 1 2 8 387
Herding and Stochastic Volatility 0 0 0 5 0 0 12 41
Modelling and Detecting Long Memory in Stock Returns 0 0 1 89 0 0 9 181
Option Pricing in a Fractional Brownian Motion Environment 1 1 5 679 2 6 34 1,898
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 0 1 159 1 2 21 492
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 0 1 17 40
Total Working Papers 1 4 20 2,272 8 22 253 6,611

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 0 6 16
A general closed form option pricing formula 1 1 1 6 1 1 11 58
A sectorial assessment of the typology of economic crises in selected Central and Eastern European economies 0 0 0 0 0 2 4 4
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 0 23 2 3 9 98
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 0 46 1 1 11 209
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 0 0 4 184 0 2 31 519
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 0 112 0 0 17 340
Long Memory in Eastern European Financial Markets Returns 0 0 0 0 0 0 7 8
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 0 254 0 0 19 604
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 0 350 1 3 25 832
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 0 177 0 0 9 470
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 2 4 14 21
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 0 161 1 1 9 396
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 0 2 0 1 7 10
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 1 1 6 80
Total Journal Articles 1 1 6 1,344 9 19 185 3,665

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Statistics updated 2026-10-11