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 3 5 5 324
A General Closed Form Option Pricing Formula 0 0 0 6 3 4 14 73
A Robust Assessment of the Romanian Business Cycle 0 0 0 174 5 7 10 428
A Two-Country Discontinuous General Equilibrium Model 0 1 2 64 2 8 16 272
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 0 2 7 105
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 0 0 55 2 5 9 184
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 0 1 195 3 10 16 729
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 1 1 180 4 6 9 434
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 1 226 4 6 8 560
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 1 1 1 132 4 8 13 388
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 1 1 156 1 3 5 382
Herding and Stochastic Volatility 0 0 0 5 3 4 4 33
Modelling and Detecting Long Memory in Stock Returns 0 0 1 88 4 6 9 178
Option Pricing in a Fractional Brownian Motion Environment 1 1 3 675 2 4 22 1,873
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 0 0 158 4 5 5 476
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 4 9 11 34
Total Working Papers 2 5 11 2,257 48 92 163 6,473

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 1 1 2 2 2 2 9 13
A general closed form option pricing formula 0 0 0 5 4 6 6 53
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 0 23 2 2 2 91
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 0 46 4 5 6 204
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 0 4 4 184 5 16 21 504
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 1 112 5 10 13 334
Long Memory in Eastern European Financial Markets Returns 0 0 0 0 3 5 6 6
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 0 254 5 8 12 595
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 0 350 3 9 17 819
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 0 177 3 3 5 464
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 2 5 8 13
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 1 161 3 4 11 393
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 0 2 1 6 7 9
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 0 1 3 75
Total Journal Articles 1 5 8 1,343 42 82 126 3,573

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Statistics updated 2026-02-12