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 1 120 0 1 18 337
A General Closed Form Option Pricing Formula 0 0 0 6 0 3 16 81
A Robust Assessment of the Romanian Business Cycle 0 0 1 175 0 2 18 436
A Two-Country Discontinuous General Equilibrium Model 0 0 2 65 0 1 21 280
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 0 1 8 108
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 0 1 56 0 1 16 191
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 0 1 196 0 2 22 737
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 1 2 181 0 1 11 437
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 1 1 1 227 1 4 11 564
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 1 132 0 1 16 391
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 1 156 0 2 7 385
Herding and Stochastic Volatility 0 0 0 5 0 3 12 41
Modelling and Detecting Long Memory in Stock Returns 0 0 2 89 0 0 12 181
Option Pricing in a Fractional Brownian Motion Environment 0 1 5 678 2 6 36 1,894
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 0 1 159 0 6 19 490
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 1 2 17 40
Total Working Papers 1 3 19 2,269 4 36 260 6,593

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 0 8 16
A general closed form option pricing formula 0 0 0 5 0 2 10 57
A sectorial assessment of the typology of economic crises in selected Central and Eastern European economies 0 0 0 0 2 2 4 4
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 0 23 0 1 6 95
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 0 46 0 1 10 208
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 0 0 4 184 0 2 30 517
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 0 112 0 4 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 2 27 830
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 0 177 0 2 9 470
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 1 1 12 18
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 0 161 0 0 10 395
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 0 2 1 1 7 10
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 0 0 6 79
Total Journal Articles 0 0 5 1,343 5 21 184 3,651

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 2026-08-07