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 1 1 120 9 12 17 336
A General Closed Form Option Pricing Formula 0 0 0 6 1 5 17 78
A Robust Assessment of the Romanian Business Cycle 0 1 1 175 3 6 16 434
A Two-Country Discontinuous General Equilibrium Model 0 1 2 65 5 7 22 279
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 2 2 9 107
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 1 1 56 3 6 15 190
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 1 1 196 4 6 21 735
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 0 1 180 1 2 11 436
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 0 226 0 0 7 560
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 1 132 1 2 15 390
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 1 156 1 1 5 383
Herding and Stochastic Volatility 0 0 0 5 4 5 9 38
Modelling and Detecting Long Memory in Stock Returns 0 1 2 89 2 3 12 181
Option Pricing in a Fractional Brownian Motion Environment 0 2 5 677 4 15 33 1,888
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 1 1 159 3 8 13 484
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 3 4 15 38
Total Working Papers 0 9 17 2,266 46 84 237 6,557

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 1 3 9 16
A general closed form option pricing formula 0 0 0 5 2 2 8 55
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 0 23 1 3 5 94
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 0 46 2 3 9 207
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 0 0 4 184 3 11 31 515
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 1 112 1 2 14 336
Long Memory in Eastern European Financial Markets Returns 0 0 0 0 0 1 7 7
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 0 254 0 7 18 602
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 0 350 5 9 26 828
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 0 177 3 4 8 468
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 1 4 12 17
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 1 161 1 2 12 395
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 0 2 0 0 7 9
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 3 4 7 79
Total Journal Articles 0 0 7 1,343 23 55 173 3,628

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Statistics updated 2026-05-06