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 1 10 18 337
A General Closed Form Option Pricing Formula 0 0 0 6 1 4 20 81
A Robust Assessment of the Romanian Business Cycle 0 0 1 175 1 5 18 436
A Two-Country Discontinuous General Equilibrium Model 0 0 2 65 0 6 22 280
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 1 3 10 108
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 0 1 56 1 4 16 191
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 0 1 196 2 6 22 737
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 1 1 2 181 1 2 11 437
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 0 226 3 3 10 563
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 1 132 0 2 16 391
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 1 156 2 3 7 385
Herding and Stochastic Volatility 0 0 0 5 2 7 12 41
Modelling and Detecting Long Memory in Stock Returns 0 0 2 89 0 2 12 181
Option Pricing in a Fractional Brownian Motion Environment 0 1 5 678 1 8 34 1,892
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 0 1 159 1 9 19 490
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 1 4 16 39
Total Working Papers 1 2 18 2,268 18 78 263 6,589

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 2 4 10 57
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 0 23 0 2 6 95
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 0 46 1 3 10 208
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 0 0 4 184 0 5 31 517
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 0 112 2 5 17 340
Long Memory in Eastern European Financial Markets Returns 0 0 0 0 0 1 8 8
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 0 254 0 2 20 604
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 0 350 1 6 26 829
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 0 177 1 5 9 470
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 0 1 11 17
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 0 161 0 1 11 395
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 0 2 0 0 6 9
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 0 3 7 79
Total Journal Articles 0 0 5 1,343 7 39 181 3,644

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Statistics updated 2026-07-10