Access Statistics for Catalin Starica

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
Changes of structure in financial time series and the GARCH model 0 0 0 346 1 2 11 751
Empirical Testing of the Infinite Source Poisson Data Traffic Model 0 0 0 0 0 0 8 828
Is GARCH(1,1) as good a model as the Nobel prize accolades would imply? 0 0 1 1,383 3 4 35 5,121
Long range dependence effects and ARCH modelling 0 0 0 253 0 1 11 579
Non-stationarities in financial time series, the long range dependence and the IGARCH effects 1 2 4 334 2 4 20 715
Non-stationarities in stock returns 0 0 1 786 2 7 31 1,535
The IGARCH e®ect: Consequences on volatility forecasting and option trading 0 0 1 86 0 1 11 252
The cost of sustainability on optimal portfolio choices 0 0 0 48 0 0 14 251
The cost of sustainability on optimal portfolio choices 0 0 0 51 0 0 8 249
When did the 2001 recession really start? 0 0 0 232 1 1 11 2,057
When did the 2001 recession really start? 0 0 0 47 0 0 7 388
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts? 0 0 2 461 0 1 28 1,279
Total Working Papers 1 2 9 4,027 9 21 195 14,005

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 0 2 138 0 2 9 321
Second-order regular variation, convolution and the central limit theorem 0 0 0 6 0 2 22 92
The cost of sustainability in optimal portfolio decisions 0 0 0 22 24 24 31 149
Total Journal Articles 0 0 2 166 24 28 62 562

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Statistics updated 2026-09-10