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 0 0 0 319
A General Closed Form Option Pricing Formula 0 0 1 6 4 4 7 65
A Robust Assessment of the Romanian Business Cycle 0 0 0 174 0 0 2 418
A Two-Country Discontinuous General Equilibrium Model 0 0 1 63 1 2 4 259
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 2 2 3 100
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 0 1 55 0 0 2 175
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 0 1 195 0 1 4 715
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 0 0 179 0 1 2 426
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 1 226 0 0 1 553
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 0 131 0 0 0 375
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 1 155 0 0 2 378
Herding and Stochastic Volatility 0 0 0 5 0 0 0 29
Modelling and Detecting Long Memory in Stock Returns 0 0 0 87 0 0 0 169
Option Pricing in a Fractional Brownian Motion Environment 0 1 5 673 0 3 17 1,858
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 0 2 158 0 0 4 471
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 0 0 0 23
Total Working Papers 0 1 13 2,250 7 13 48 6,333

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 1 1 5 8
A general closed form option pricing formula 0 0 0 5 0 0 0 47
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 0 1 198
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 0 0 1 180 1 3 8 487
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 1 2 112 0 1 6 323
Long Memory in Eastern European Financial Markets Returns 0 0 0 0 0 0 0 0
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 0 254 0 0 1 584
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 0 350 0 1 2 803
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 1 177 0 1 3 461
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 0 1 1 6
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 1 2 161 1 2 7 385
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 1 2 0 1 2 3
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 1 1 1 73
Total Journal Articles 0 2 8 1,338 4 12 37 3,467

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Statistics updated 2025-08-05