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 1 4 12 70
A Robust Assessment of the Romanian Business Cycle 0 0 0 174 2 5 5 423
A Two-Country Discontinuous General Equilibrium Model 1 1 2 64 3 6 11 267
A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing 0 0 0 17 2 3 7 105
Asset Pricing in a Two-Country Discontinuous General Equilibrium Model 0 0 0 55 0 4 4 179
Barrier Options and a Reflection Principle of the Fractional Brownian Motion 0 0 1 195 3 7 10 722
Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania 0 0 0 179 0 1 3 428
Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania 0 0 1 226 1 2 3 555
Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy 0 0 0 131 1 5 6 381
Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca 0 0 0 155 0 1 2 379
Herding and Stochastic Volatility 0 0 0 5 0 0 0 29
Modelling and Detecting Long Memory in Stock Returns 0 1 1 88 1 3 4 173
Option Pricing in a Fractional Brownian Motion Environment 0 0 3 674 1 8 22 1,870
Pricing European and Barrier Options in the Fractional Black-Scholes Market 0 0 1 158 0 0 2 471
The Dynamics of Heterogeneity and Asset Prices 0 0 0 7 1 3 3 26
Total Working Papers 1 2 10 2,253 16 52 94 6,397

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 0 2 8 11
A general closed form option pricing formula 0 0 0 5 1 1 1 48
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 1 2 3 200
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach 4 4 4 184 7 8 12 495
Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach 0 0 1 112 3 4 8 327
Long Memory in Eastern European Financial Markets Returns 0 0 0 0 1 2 2 2
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES 0 0 0 254 2 5 6 589
MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL 0 0 0 350 2 6 11 812
Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution 0 0 1 177 0 0 3 461
Modeling Tail Dependence Using Stochastic Volatility Model 0 0 0 1 2 3 5 10
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach 0 0 1 161 0 2 9 389
Quantifying the probability of a recession in selected Central and Eastern European countries 0 0 0 2 2 2 3 5
Quantifying the recapitalization fund premium using option pricing techniques 0 0 0 26 0 0 2 74
Total Journal Articles 4 4 8 1,342 21 37 73 3,512

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Statistics updated 2025-12-06