Access Statistics for Catalin Starica

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Working Paper File Downloads Abstract Views
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 1 9 749
Empirical Testing of the Infinite Source Poisson Data Traffic Model 0 0 0 0 0 1 8 828
Is GARCH(1,1) as good a model as the Nobel prize accolades would imply? 0 1 3 1,383 3 8 35 5,117
Long range dependence effects and ARCH modelling 0 0 0 253 0 3 14 578
Non-stationarities in financial time series, the long range dependence and the IGARCH effects 0 2 2 332 0 5 16 711
Non-stationarities in stock returns 0 0 1 786 0 12 26 1,528
The IGARCH e®ect: Consequences on volatility forecasting and option trading 0 0 2 86 1 3 11 251
The cost of sustainability on optimal portfolio choices 0 0 0 48 0 1 14 251
The cost of sustainability on optimal portfolio choices 0 0 0 51 1 3 11 249
When did the 2001 recession really start? 0 0 0 47 1 2 9 388
When did the 2001 recession really start? 0 0 0 232 0 6 10 2,056
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts? 0 0 2 461 3 13 29 1,278
Total Working Papers 0 3 10 4,025 9 58 192 13,984

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Multivariate extremes for models with constant conditional correlations 0 1 2 138 0 2 7 319
Second-order regular variation, convolution and the central limit theorem 0 0 0 6 2 8 21 90
The cost of sustainability in optimal portfolio decisions 0 0 0 22 0 5 9 125
Total Journal Articles 0 1 2 166 2 15 37 534

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Statistics updated 2026-06-04