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 2 2 2 321
A General Closed Form Option Pricing Formula 0 0 1 6 0 4 12 70
A Robust Assessment of the Romanian Business Cycle 0 0 0 174 0 4 5 423
A Two-Country Discontinuous General Equilibrium Model 0 1 2 64 3 8 14 270
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 0 3 7 105
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 0 0 55 3 6 7 182
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 0 1 195 4 9 13 726
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 1 1 1 180 2 2 5 430
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 1 226 1 2 4 556
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 0 131 3 7 9 384
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 1 1 1 156 2 2 4 381
Herding and Stochastic Volatility 0 0 0 5 1 1 1 30
Modelling and Detecting Long Memory in Stock Returns 0 0 1 88 1 2 5 174
Option Pricing in a Fractional Brownian Motion Environment 0 0 2 674 1 7 22 1,871
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 0 1 158 1 1 2 472
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 4 7 7 30
Total Working Papers 2 3 11 2,255 28 67 119 6,425

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 1 0 1 8 11
A general closed form option pricing formula 0 0 0 5 1 2 2 49
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 2 3 200
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 0 4 4 184 4 11 16 499
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 1 112 2 6 10 329
Long Memory in Eastern European Financial Markets Returns 0 0 0 0 1 2 3 3
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 0 254 1 5 7 590
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 0 350 4 9 15 816
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 1 177 0 0 3 461
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 1 4 6 11
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 1 161 1 3 8 390
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 0 2 3 5 6 8
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 1 1 3 75
Total Journal Articles 0 4 8 1,342 19 51 90 3,531

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Statistics updated 2026-01-09