Access Statistics for Catalin Starica

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Changes of structure in financial time series and the GARCH model	0	0	0	346	0	0	5	740
Empirical Testing of the Infinite Source Poisson Data Traffic Model	0	0	0	0	0	0	0	820
Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?	1	2	3	1,382	2	4	30	5,086
Long range dependence effects and ARCH modelling	0	0	0	253	2	4	4	568
Non-stationarities in financial time series, the long range dependence and the IGARCH effects	0	0	5	330	0	0	15	695
Non-stationarities in stock returns	0	0	2	785	1	2	7	1,504
The IGARCH e®ect: Consequences on volatility forecasting and option trading	0	1	2	85	0	1	4	241
The cost of sustainability on optimal portfolio choices	0	0	0	51	2	3	8	241
The cost of sustainability on optimal portfolio choices	0	0	0	48	0	0	1	237
When did the 2001 recession really start?	0	0	0	232	0	0	0	2,046
When did the 2001 recession really start?	0	0	0	47	1	2	3	381
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?	0	0	0	459	0	2	9	1,251
Total Working Papers	1	3	12	4,018	8	18	86	13,810

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Multivariate extremes for models with constant conditional correlations	0	0	0	136	0	0	3	312
Second-order regular variation, convolution and the central limit theorem	0	0	1	6	0	1	4	70
The cost of sustainability in optimal portfolio decisions	0	0	0	22	1	2	5	118
Total Journal Articles	0	0	1	164	1	3	12	500

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Statistics updated 2025-09-05