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 12 752
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 0 4 34 5,121
Long range dependence effects and ARCH modelling 1 1 1 254 2 3 13 581
Non-stationarities in financial time series, the long range dependence and the IGARCH effects 0 2 4 334 2 5 22 717
Non-stationarities in stock returns 0 0 0 786 0 4 29 1,535
The IGARCH e®ect: Consequences on volatility forecasting and option trading 0 0 1 86 0 0 11 252
The cost of sustainability on optimal portfolio choices 0 0 0 48 1 1 15 252
The cost of sustainability on optimal portfolio choices 0 0 0 51 1 1 9 250
When did the 2001 recession really start? 0 0 0 232 0 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 1 461 1 1 27 1,280
Total Working Papers 1 3 8 4,028 8 22 198 14,013

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 1 9 321
Second-order regular variation, convolution and the central limit theorem 0 0 0 6 1 3 23 93
The cost of sustainability in optimal portfolio decisions 0 0 0 22 1 25 32 150
Total Journal Articles 0 0 2 166 2 29 64 564

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Statistics updated 2026-10-11