Ciprian Necula : Citation Profile


Are you Ciprian Necula?

Academia de Studii Economice din Bucureşti (50% share)
Academia de Studii Economice din Bucureşti (50% share)

6

H index

3

i10 index

108

Citations

RESEARCH PRODUCTION:

10

Articles

16

Papers

RESEARCH ACTIVITY:

   11 years (2008 - 2019). See details.
   Cites by year: 9
   Journals where Ciprian Necula has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 7 (6.09 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pne140
   Updated: 2024-01-16    RAS profile: 2022-10-13    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Ciprian Necula.

Is cited by:

Mirdala, Rajmund (4)

Iancu, Aurel (3)

Naszodi, Anna (2)

Fabozzi, Frank (2)

Dajcman, Silvo (2)

armeanu, dan (2)

Jula, Dorin (1)

Simionescu, Mihaela (1)

Dobrescu, Emilian (1)

Cai, Yuzhi (1)

ANDREI, DALINA (1)

Cites to:

Chen, Zhiwu (6)

Turnovsky, Stephen J (6)

Barro, Robert (6)

merton, robert (5)

Bollerslev, Tim (5)

Dobrescu, Emilian (5)

Orphanides, Athanasios (5)

Kiley, Michael (4)

Laforte, Jean-Philippe (4)

Denis, Cécile (4)

Richardson, Peter (4)

Main data


Where Ciprian Necula has published?


Journals with more than one article published# docs
Journal for Economic Forecasting6

Working Papers Series with more than one paper published# docs
Advances in Economic and Financial Research - DOFIN Working Paper Series / Bucharest University of Economics, Center for Advanced Research in Finance and Banking - CARFIB8
Swiss Finance Institute Research Paper Series / Swiss Finance Institute4
Studii Economice / Institutul National de Cercetari Economice (INCE)2
Working Papers of National Institute for Economic Research / Institutul National de Cercetari Economice (INCE)2

Recent works citing Ciprian Necula (2024 and 2023)


YearTitle of citing document
2023European option pricing under generalized fractional Brownian motion. (2021). Araneda, Axel A. In: Papers. RePEc:arx:papers:2108.12042.

Full description at Econpapers || Download paper

2023Does Fiscal Consolidation Affect Non-Performing Loans? Global Evidence from Heavily Indebted Countries (HICs). (2023). Sands, John ; Arian, Adam ; Ur, Habib. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:9:p:417-:d:1243372.

Full description at Econpapers || Download paper

2023Valuation of Spark-Spread Option Written on Electricity and Gas Forward Contracts Under Two-Factor Models with Non-Gaussian Lévy Processes. (2023). Noorani, Idin ; Mehrdoust, Farshid. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:2:d:10.1007_s10614-021-10232-4.

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2023Modeling Tail Dependence Using Stochastic Volatility Model. (2023). Necula, Ciprian ; Ma, Yong-Ki ; Kim, See-Woo. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:1:d:10.1007_s10614-022-10271-5.

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2023.

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Works by Ciprian Necula:


YearTitleTypeCited
2008A Framework for Derivative Pricing in the Fractional Black-Scholes Market In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
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paper0
2008Option Pricing in a Fractional Brownian Motion Environment In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
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paper35
2008Pricing European and Barrier Options in the Fractional Black-Scholes Market In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
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paper0
2008A Two-Country Discontinuous General Equilibrium Model In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
[Full Text][Citation analysis]
paper1
2008Asset Pricing in a Two-Country Discontinuous General Equilibrium Model In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
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paper1
2009A Robust Assessment of the Romanian Business Cycle In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
[Full Text][Citation analysis]
paper2
2008Barrier Options and a Reflection Principle of the Fractional Brownian Motion In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
[Full Text][Citation analysis]
paper1
2008Modelling and Detecting Long Memory in Stock Returns In: Advances in Economic and Financial Research - DOFIN Working Paper Series.
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paper0
2016A General Closed Form Option Pricing Formula In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper7
2019A general closed form option pricing formula.(2019) In: Review of Derivatives Research.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
article
2016A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing In: Swiss Finance Institute Research Paper Series.
[Full Text][Citation analysis]
paper9
2017A two-factor cointegrated commodity price model with an application to spread option pricing.(2017) In: Journal of Banking & Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2015Herding and Stochastic Volatility In: Swiss Finance Institute Research Paper Series.
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paper0
2017The Dynamics of Heterogeneity and Asset Prices In: Swiss Finance Institute Research Paper Series.
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paper0
2012Quantifying the recapitalization fund premium using option pricing techniques In: Economics Letters.
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article2
2009DETECTING REGIME SWITCHES IN THE EUR/RON EXCHANGE RATE VOLATILITY In: Annals of Faculty of Economics.
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article0
2008MODELING THE ECONOMIC GROWTH IN ROMANIA. THE ROLE OF HUMAN CAPITAL In: Journal for Economic Forecasting.
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article4
2008MODELING THE ECONOMIC GROWTH IN ROMANIA. THE INFLUENCE OF FISCAL REGIMES In: Journal for Economic Forecasting.
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article3
2009Modeling Heavy-Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution In: Journal for Economic Forecasting.
[Full Text][Citation analysis]
article6
2010Estimating The Cyclically Adjusted Budget Balance For The Romanian Economy. A Robust Approach In: Journal for Economic Forecasting.
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article12
2010Estimating Potential GDP for the Romanian Economy. An Eclectic Approach In: Journal for Economic Forecasting.
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article13
2010Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach In: Journal for Economic Forecasting.
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article4
2009Evidente privind Intensitatea Fenomenului Balassa-Samuelson pentru Economia Romaneasca In: Studii Economice.
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paper0
2009Estimarea Cursului Real de Echilibru si a Deviatiilor pentru Romania In: Studii Economice.
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paper5
2009Estimation of Equilibrium Real Exchange Rate and of Deviations for Romania In: Working Papers of National Institute for Economic Research.
[Full Text][Citation analysis]
paper3
2009Evidences of the Intensity of the Balassa-Samuelson Phenomenon in the Romanian Economy In: Working Papers of National Institute for Economic Research.
[Full Text][Citation analysis]
paper0

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