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 1 1 1 120 3 6 8 327
A General Closed Form Option Pricing Formula 0 0 0 6 1 7 17 77
A Robust Assessment of the Romanian Business Cycle 1 1 1 175 2 8 13 431
A Two-Country Discontinuous General Equilibrium Model 1 1 2 65 2 4 17 274
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 0 0 7 105
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 1 1 1 56 2 5 12 187
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 1 1 2 196 2 5 18 731
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 0 1 180 0 5 10 435
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 1 226 0 4 8 560
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 1 1 132 0 5 14 389
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 1 156 0 1 4 382
Herding and Stochastic Volatility 0 0 0 5 0 4 5 34
Modelling and Detecting Long Memory in Stock Returns 1 1 2 89 1 5 10 179
Option Pricing in a Fractional Brownian Motion Environment 2 3 5 677 7 13 30 1,884
Pricing European and Barrier Options in the Fractional Black-Scholes Market 1 1 1 159 4 9 10 481
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 0 5 12 35
Total Working Papers 9 11 19 2,266 24 86 195 6,511

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 1 1 2 0 4 9 15
A general closed form option pricing formula 0 0 0 5 0 4 6 53
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 0 23 2 4 4 93
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 0 46 0 5 7 205
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 0 0 4 184 1 13 28 512
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 1 112 1 6 14 335
Long Memory in Eastern European Financial Markets Returns 0 0 0 0 0 4 7 7
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 0 254 5 12 18 602
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 0 350 2 7 21 823
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 0 177 0 4 5 465
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 2 5 11 16
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 1 161 1 4 11 394
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 0 2 0 1 7 9
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 0 1 4 76
Total Journal Articles 0 1 7 1,343 14 74 152 3,605

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Statistics updated 2026-04-09