Details about Catalin Starica
Access statistics for papers by Catalin Starica.
Last updated 2017-07-17. Update your information in the RePEc Author Service.
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- The cost of sustainability on optimal portfolio choices
Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia View citations (6)
Also in Sustainable Investment and Corporate Governance Working Papers, Sustainable Investment Research Platform (2010)
See also Journal Article in The European Journal of Finance (2012)
- The IGARCH e®ect: Consequences on volatility forecasting and option trading
Quaderni del Dipartimento di Economia, Finanza e Statistica, Università di Perugia, Dipartimento Economia View citations (3)
- When did the 2001 recession really start?
SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649
Also in Econometrics, EconWPA (2004)
- Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts?
Econometrics, EconWPA View citations (10)
- Changes of structure in financial time series and the GARCH model
Econometrics, EconWPA View citations (19)
- Is GARCH(1,1) as good a model as the Nobel prize accolades would imply?
Econometrics, EconWPA View citations (7)
- Long range dependence effects and ARCH modelling
Econometrics, EconWPA View citations (17)
- Non-stationarities in financial time series, the long range dependence and the IGARCH effects
Econometrics, EconWPA View citations (102)
- Non-stationarities in stock returns
Econometrics, EconWPA View citations (33)
- Empirical Testing of the Infinite Source Poisson Data Traffic Model
Working Papers, Toulouse - GREMAQ
- The cost of sustainability in optimal portfolio decisions
The European Journal of Finance, 2012, 18, (3-4), 333-349 View citations (2)
See also Working Paper (2011)
- Multivariate extremes for models with constant conditional correlations
Journal of Empirical Finance, 1999, 6, (5), 515-553 View citations (23)
- Second-order regular variation, convolution and the central limit theorem
Stochastic Processes and their Applications, 1997, 69, (2), 139-159 View citations (8)
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