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	2	5	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?	1	1	4	1,381	2	7	37	5,084
Long range dependence effects and ARCH modelling	0	0	1	253	1	1	3	565
Non-stationarities in financial time series, the long range dependence and the IGARCH effects	0	2	6	330	0	4	17	695
Non-stationarities in stock returns	0	0	2	785	0	1	6	1,502
The IGARCH e®ect: Consequences on volatility forecasting and option trading	0	0	1	84	0	0	4	240
The cost of sustainability on optimal portfolio choices	0	0	0	51	0	1	6	238
The cost of sustainability on optimal portfolio choices	0	0	0	48	0	0	2	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	0	1	379
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?	0	0	0	459	2	3	10	1,251
Total Working Papers	1	3	14	4,016	5	19	91	13,797

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	1	136	0	0	4	312
Second-order regular variation, convolution and the central limit theorem	0	0	1	6	0	0	3	69
The cost of sustainability in optimal portfolio decisions	0	0	0	22	0	1	3	116
Total Journal Articles	0	0	2	164	0	1	10	497

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Statistics updated 2025-07-04