Access Statistics for Catalin Starica

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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 2 5 10 748
Empirical Testing of the Infinite Source Poisson Data Traffic Model 0 0 0 0 5 7 7 827
Is GARCH(1,1) as good a model as the Nobel prize accolades would imply? 0 0 2 1,382 2 12 33 5,109
Long range dependence effects and ARCH modelling 0 0 0 253 0 7 11 575
Non-stationarities in financial time series, the long range dependence and the IGARCH effects 0 0 3 330 3 6 16 706
Non-stationarities in stock returns 0 0 1 786 2 8 16 1,516
The IGARCH e®ect: Consequences on volatility forecasting and option trading 0 1 2 86 0 6 8 248
The cost of sustainability on optimal portfolio choices 0 0 0 48 2 12 13 250
The cost of sustainability on optimal portfolio choices 0 0 0 51 0 4 10 246
When did the 2001 recession really start? 0 0 0 232 1 4 4 2,050
When did the 2001 recession really start? 0 0 0 47 3 3 7 386
Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts? 0 1 2 461 2 10 17 1,265
Total Working Papers 0 2 10 4,022 22 84 152 13,926

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 1 1 137 1 3 5 317
Second-order regular variation, convolution and the central limit theorem 0 0 0 6 2 7 13 82
The cost of sustainability in optimal portfolio decisions 0 0 0 22 0 1 5 120
Total Journal Articles 0 1 1 165 3 11 23 519

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Statistics updated 2026-03-04