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	1	4	6	744
Empirical Testing of the Infinite Source Poisson Data Traffic Model	0	0	0	0	1	1	1	821
Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?	0	0	2	1,382	8	18	32	5,105
Long range dependence effects and ARCH modelling	0	0	0	253	2	2	6	570
Non-stationarities in financial time series, the long range dependence and the IGARCH effects	0	0	4	330	2	7	17	702
Non-stationarities in stock returns	0	0	3	786	2	4	12	1,510
The IGARCH e®ect: Consequences on volatility forecasting and option trading	1	1	2	86	2	3	5	244
The cost of sustainability on optimal portfolio choices	0	0	0	51	0	1	9	242
The cost of sustainability on optimal portfolio choices	0	0	0	48	1	2	3	239
When did the 2001 recession really start?	0	0	0	47	0	2	4	383
When did the 2001 recession really start?	0	0	0	232	0	0	0	2,046
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?	1	1	2	461	2	4	9	1,257
Total Working Papers	2	2	13	4,022	21	48	104	13,863

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	2	3	314
Second-order regular variation, convolution and the central limit theorem	0	0	1	6	4	9	11	79
The cost of sustainability in optimal portfolio decisions	0	0	0	22	0	1	4	119
Total Journal Articles	0	0	1	164	4	12	18	512

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Statistics updated 2026-01-09