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	2	3	5	743
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?	0	0	2	1,382	3	11	25	5,097
Long range dependence effects and ARCH modelling	0	0	0	253	0	0	4	568
Non-stationarities in financial time series, the long range dependence and the IGARCH effects	0	0	4	330	3	5	16	700
Non-stationarities in stock returns	0	1	3	786	0	4	10	1,508
The IGARCH e®ect: Consequences on volatility forecasting and option trading	0	0	1	85	1	1	3	242
The cost of sustainability on optimal portfolio choices	0	0	0	51	1	1	9	242
The cost of sustainability on optimal portfolio choices	0	0	0	48	1	1	2	238
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	2	2	4	383
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?	0	1	1	460	0	4	7	1,255
Total Working Papers	0	2	11	4,020	13	32	85	13,842

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	2	2	3	314
Second-order regular variation, convolution and the central limit theorem	0	0	1	6	4	5	7	75
The cost of sustainability in optimal portfolio decisions	0	0	0	22	0	1	4	119
Total Journal Articles	0	0	1	164	6	8	14	508

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Statistics updated 2025-12-06