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	4	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?	0	1	2	1,382	1	3	27	5,087
Long range dependence effects and ARCH modelling	0	0	0	253	0	3	4	568
Non-stationarities in financial time series, the long range dependence and the IGARCH effects	0	0	5	330	0	0	13	695
Non-stationarities in stock returns	1	1	3	786	2	4	9	1,506
The IGARCH e®ect: Consequences on volatility forecasting and option trading	0	1	1	85	0	1	2	241
The cost of sustainability on optimal portfolio choices	0	0	0	51	0	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	0	2	3	381
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?	1	1	1	460	2	2	8	1,253
Total Working Papers	2	4	12	4,020	5	18	79	13,815

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	0	2	5	118
Total Journal Articles	0	0	1	164	0	3	12	500

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Statistics updated 2025-10-06