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 1 119 0 0 1 318
A General Closed Form Option Pricing Formula 0 0 0 5 0 0 3 57
A Robust Assessment of the Romanian Business Cycle 1 1 2 173 1 1 6 415
A Two-Country Discontinuous General Equilibrium Model 0 0 2 62 0 0 4 255
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 16 0 0 6 96
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 0 0 53 0 0 1 172
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 1 1 3 193 4 4 11 710
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 0 0 177 0 0 0 416
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 0 224 0 0 1 550
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 0 130 0 1 1 374
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 0 152 0 3 3 374
Herding and Stochastic Volatility 0 0 0 5 0 0 2 29
Modelling and Detecting Long Memory in Stock Returns 0 0 0 87 0 1 2 168
Option Pricing in a Fractional Brownian Motion Environment 0 3 17 662 1 6 42 1,830
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 2 4 156 0 2 6 466
The Dynamics of Heterogeneity and Asset Prices 0 0 1 7 0 0 2 23
Total Working Papers 2 7 30 2,221 6 18 91 6,253


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A general closed form option pricing formula 0 0 0 5 0 0 1 47
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 1 22 0 2 10 86
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 0 46 0 0 0 197
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 2 2 3 175 2 2 8 473
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 0 108 0 0 1 313
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 1 254 0 0 4 582
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 1 349 0 0 3 798
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 1 175 0 0 8 455
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 3 6 6 155 3 6 8 367
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 0 0 0 72
Total Journal Articles 5 8 13 1,315 5 10 43 3,390


Statistics updated 2024-02-04