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 0 118 0 0 0 315
A General Closed Form Option Pricing Formula 0 0 0 5 0 2 4 52
A Robust Assessment of the Romanian Business Cycle 0 2 3 171 1 5 11 405
A Two-Country Discontinuous General Equilibrium Model 0 0 0 60 0 1 5 249
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 2 16 0 1 10 87
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 0 0 53 0 0 3 169
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 0 4 190 0 2 27 696
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 0 0 177 1 3 6 416
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 0 223 0 0 3 547
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 2 130 1 1 5 373
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 6 148 1 1 13 366
Herding and Stochastic Volatility 0 0 1 5 0 2 4 24
Modelling and Detecting Long Memory in Stock Returns 1 2 3 87 1 2 5 166
Option Pricing in a Fractional Brownian Motion Environment 2 5 25 641 5 13 92 1,772
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 0 0 151 0 1 1 459
The Dynamics of Heterogeneity and Asset Prices 0 0 0 6 0 0 0 19
Total Working Papers 3 9 46 2,181 10 34 189 6,115


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 1 1 5 1 4 7 45
A two-factor cointegrated commodity price model with an application to spread option pricing 0 0 1 20 0 0 6 73
DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY 0 0 0 46 0 1 3 197
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 1 3 4 170 1 4 9 458
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 1 2 3 106 2 5 10 308
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 1 1 253 0 2 5 577
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 3 347 0 0 10 792
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 1 1 1 174 1 1 5 444
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 1 149 0 1 3 357
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 0 0 0 72
Total Journal Articles 3 8 15 1,296 5 18 58 3,323


Statistics updated 2022-08-04