Access Statistics for Ciprian Necula

Author contact details at EconPapers.

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 0 119 0 5 5 324
A General Closed Form Option Pricing Formula 0 0 0 6 3 6 16 76
A Robust Assessment of the Romanian Business Cycle 0 0 0 174 1 6 11 429
A Two-Country Discontinuous General Equilibrium Model 0 0 1 64 0 5 15 272
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 0 0 7 105
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 0 0 55 1 6 10 185
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 0 1 195 0 7 16 729
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 1 1 180 1 7 10 435
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 1 226 0 5 8 560
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 1 1 132 1 8 14 389
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 1 1 156 0 3 4 382
Herding and Stochastic Volatility 0 0 0 5 1 5 5 34
Modelling and Detecting Long Memory in Stock Returns 0 0 1 88 0 5 9 178
Option Pricing in a Fractional Brownian Motion Environment 0 1 3 675 4 7 25 1,877
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 0 0 158 1 6 6 477
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 1 9 12 35
Total Working Papers 0 4 10 2,257 14 90 173 6,487

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 1 1 2 2 4 9 15
A general closed form option pricing formula 0 0 0 5 0 5 6 53
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 0 23 0 2 2 91
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 0 46 1 5 7 205
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 0 0 4 184 7 16 27 511
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 1 112 0 7 13 334
Long Memory in Eastern European Financial Markets Returns 0 0 0 0 1 5 7 7
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 0 254 2 8 13 597
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 0 350 2 9 19 821
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 0 177 1 4 6 465
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 1 4 9 14
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 1 161 0 4 11 393
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 0 2 0 4 7 9
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 1 2 4 76
Total Journal Articles 0 1 7 1,343 18 79 140 3,591

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-03-04