Catalin Starica : Citation Profile

Université de Neuchâtel

8

H index

8

i10 index

401

Citations

RESEARCH PRODUCTION:

3

Articles

13

Papers

RESEARCH ACTIVITY:

   15 years (1997 - 2012). See details.
   Cites by year: 26
   Journals where Catalin Starica has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 5 (1.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pst55
   Updated: 2025-12-20    RAS profile: 2023-03-10    
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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 Catalin Starica.

Is cited by:

Cizek, Pavel (11)

Gil-Alana, Luis (11)

Krämer, Walter (9)

Härdle, Wolfgang (9)

Bauwens, Luc (9)

GUPTA, RANGAN (9)

Maheu, John (9)

Perron, Pierre (8)

GUEGAN, Dominique (8)

MORANA, CLAUDIO (8)

Mayoral, Laura (7)

Cites to:

Watson, Mark (10)

Stock, James (8)

Hamilton, James (4)

Diebold, Francis (4)

French, Kenneth (3)

Bollerslev, Tim (3)

Einmahl, John (3)

Ledoit, Olivier (2)

Fama, Eugene (2)

Baxter, Marianne (2)

Christiano, Lawrence (2)

Main data

Where Catalin Starica has published?

Working Papers Series with more than one paper published# docs
Econometrics / University Library of Munich, Germany7
Quaderni del Dipartimento di Economia, Finanza e Statistica / Università di Perugia, Dipartimento Economia2

Recent works citing Catalin Starica (2025 and 2024)

YearTitle of citing document
2024A new GARCH model with a deterministic time-varying intercept. (2024). Teräsvirta, Timo ; Terasvirta, Timo ; Back, Alexander ; Ahlgren, Niklas. In: Papers. RePEc:arx:papers:2410.03239.

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2025Testing parametric additive time-varying GARCH models. (2025). Teräsvirta, Timo ; Ahlgren, Niklas ; Back, Alexander ; Terasvirta, Timo. In: Papers. RePEc:arx:papers:2506.23821.

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2024Mean-Variance Environmental Investment Optimization of Bulgarian Private Pension Funds. (2024). Kirov, Stoyan ; Beneva, Milena. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:6:p:88-112.

Full description at Econpapers || Download paper

2024Estimation of extreme multivariate expectiles with functional covariates. (2024). Laloe, Thomas ; di Bernardino, Elena ; Pakzad, Cambyse. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:202:y:2024:i:c:s0047259x23001380.

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2024ESG integration in portfolio selection: A robust preference-based multicriteria approach. (2024). Tardella, Fabio ; Pla-Santamaria, David ; Garcia-Bernabeu, Ana ; Hilario-Caballero, Adolfo. In: Operations Research Perspectives. RePEc:eee:oprepe:v:12:y:2024:i:c:s2214716024000095.

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2025Forecasting Financial Volatility Under Structural Breaks: A Comparative Study of GARCH Models and Deep Learning Techniques. (2025). Espinoza, Jenny ; Chung, Vctor ; Quispe, Renn. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:9:p:494-:d:1742074.

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2024Predictive Patterns and Market Efficiency: A Deep Learning Approach to Financial Time Series Forecasting. (2024). Radovanovi, Milan ; Zinovev, Vyacheslav ; Simeunovi, Ivana ; Radenkovi, Sonja D ; Vukovi, Darko B. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:19:p:3066-:d:1489402.

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2024Probabilities of transitions among endogenous regimes in asset returns and Environmental, Social and Governance scores. (2024). Nicolosi, Marco ; da Fermo, Carmine ; Cerqueti, Roy. In: Post-Print. RePEc:hal:journl:hal-05114157.

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2024Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series. (2024). SADEFO KAMDEM, Jules ; Pokou, Fredy ; Benhmad, Franois. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:4:d:10.1007_s10614-023-10499-9.

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2025The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis. (2025). Boubaker, Sabri ; Manita, Riadh ; Ngo, Thanh. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05506-z.

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2024Regime switching and causal network analysis of cryptocurrency volatility: evidence from pre-COVID and post-COVID analysis. (2024). Kayal, Parthajit ; Dutta, Sumanjay. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:2:d:10.1007_s42521-023-00104-x.

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Works by Catalin Starica:

YearTitleTypeCited
1999Multivariate extremes for models with constant conditional correlations In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article21
1997Second-order regular variation, convolution and the central limit theorem In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]		article11
2000Empirical Testing of the Infinite Source Poisson Data Traffic Model. In: Toulouse - GREMAQ.
[Citation analysis]		paper0
2010The cost of sustainability on optimal portfolio choices In: Sustainable Investment and Corporate Governance Working Papers.
[Full Text][Citation analysis]		paper16
2011The cost of sustainability on optimal portfolio choices.(2011) In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		paper
2012The cost of sustainability in optimal portfolio decisions.(2012) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 16		article
2006When did the 2001 recession really start? In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
2007The IGARCH e®ect: Consequences on volatility forecasting and option trading In: Quaderni del Dipartimento di Economia, Finanza e Statistica.
[Full Text][Citation analysis]		paper5
2004Is GARCH(1,1) as good a model as the Nobel prize accolades would imply? In: Econometrics.
[Full Text][Citation analysis]		paper7
2004Non-stationarities in stock returns In: Econometrics.
[Full Text][Citation analysis]		paper133
2004When did the 2001 recession really start? In: Econometrics.
[Full Text][Citation analysis]		paper0
2006When did the 2001 recession really start?.(2006) In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2004Changes of structure in financial time series and the GARCH model In: Econometrics.
[Full Text][Citation analysis]		paper31
2004Long range dependence effects and ARCH modelling In: Econometrics.
[Full Text][Citation analysis]		paper18
2004Non-stationarities in financial time series, the long range dependence and the IGARCH effects In: Econometrics.
[Full Text][Citation analysis]		paper148
2005Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts? In: Econometrics.
[Full Text][Citation analysis]		paper11

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team