8
H index
8
i10 index
396
Citations
Catalin Starica : Citation Profile
Université de Neuchâtel | RESEARCH PRODUCTION: 3 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (1997 - 2012). 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:
| Cites to:
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Main data
Where Catalin Starica has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Econometrics / University Library of Munich, Germany | 7 |
| Quaderni del Dipartimento di Economia, Finanza e Statistica / Università di Perugia, Dipartimento Economia | 2 |
Recent works citing Catalin Starica (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | Mean-Variance Environmental Investment Optimization of Bulgarian Private Pension Funds. (2024). Beneva, Milena ; Kirov, Stoyan. In: Economic Studies journal. RePEc:bas:econst:y:2024:i:6:p:88-112. Full description at Econpapers || Download paper |
| 2023 | Nonparametric comparison of epidemic time trends: The case of COVID-19. (2023). Vogt, Michael ; Khismatullina, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:87-108. Full description at Econpapers || Download paper |
| 2023 | Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models. (2023). Casini, Alessandro. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:372-392. Full description at Econpapers || Download paper |
| 2023 | Loss function-based change point detection in risk measures. (2023). Wang, Shixuan ; Lazar, Emese ; Xue, Xiaohan. In: European Journal of Operational Research. RePEc:eee:ejores:v:310:y:2023:i:1:p:415-431. Full description at Econpapers || Download paper |
| 2023 | Asymmetric volatility in the cryptocurrency market: New evidence from models with structural breaks. (2023). Nichols, Brian ; Jaffri, Ali ; Butt, Hassan Anjum ; Aharon, David Y. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001679. Full description at Econpapers || Download paper |
| 2024 | Hybridization 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. Full description at Econpapers || Download paper |
| 2023 | Long memory and regime switching in the stochastic volatility modelling. (2023). Shi, Yanlin. In: Annals of Operations Research. RePEc:spr:annopr:v:320:y:2023:i:2:d:10.1007_s10479-020-03841-z. Full description at Econpapers || Download paper |
Works by Catalin Starica:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1999 | Multivariate extremes for models with constant conditional correlations In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 22 |
| 1997 | Second-order regular variation, convolution and the central limit theorem In: Stochastic Processes and their Applications. [Full Text][Citation analysis] | article | 10 |
| 2000 | Empirical Testing of the Infinite Source Poisson Data Traffic Model. In: Toulouse - GREMAQ. [Citation analysis] | paper | 0 |
| 2010 | The cost of sustainability on optimal portfolio choices In: Sustainable Investment and Corporate Governance Working Papers. [Full Text][Citation analysis] | paper | 14 |
| 2011 | The 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: 14 | paper | |
| 2012 | The 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: 14 | article | |
| 2006 | When did the 2001 recession really start? In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | The IGARCH e®ect: Consequences on volatility forecasting and option trading In: Quaderni del Dipartimento di Economia, Finanza e Statistica. [Full Text][Citation analysis] | paper | 5 |
| 2004 | Is GARCH(1,1) as good a model as the Nobel prize accolades would imply? In: Econometrics. [Full Text][Citation analysis] | paper | 7 |
| 2004 | Non-stationarities in stock returns In: Econometrics. [Full Text][Citation analysis] | paper | 133 |
| 2004 | When did the 2001 recession really start? In: Econometrics. [Full Text][Citation analysis] | paper | 0 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | ||
| 2004 | Changes of structure in financial time series and the GARCH model In: Econometrics. [Full Text][Citation analysis] | paper | 31 |
| 2004 | Long range dependence effects and ARCH modelling In: Econometrics. [Full Text][Citation analysis] | paper | 18 |
| 2004 | Non-stationarities in financial time series, the long range dependence and the IGARCH effects In: Econometrics. [Full Text][Citation analysis] | paper | 145 |
| 2005 | Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts? In: Econometrics. [Full Text][Citation analysis] | paper | 11 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team