Catalin Starica
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Affiliations
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Université de Neuchâtel
/ Faculté des sciences économiques (FSE)
Research profile
author of:
- Multivariate extremes for models with constant conditional correlations (RePEc:eee:empfin:v:6:y:1999:i:5:p:515-553)
by Starica, Catalin - Second-order regular variation, convolution and the central limit theorem (RePEc:eee:spapps:v:69:y:1997:i:2:p:139-159)
by Geluk, J. & de Haan, L. & Resnick, S. & Starica, C. - Empirical Testing of the Infinite Source Poisson Data Traffic Model (RePEc:fth:gremaq:00-535)
by Guerin, C.A. & Nyberg, H. & Perrin, O. & Resnick, S. & Rootzen, H. & Starica, C. - The cost of sustainability on optimal portfolio choices (RePEc:hhb:sicgwp:2010_015)
by Stefano Herzel, Stefano & Marco Nicolosi, Marco & Starica, Catalin - When did the 2001 recession really start? (RePEc:hum:wpaper:sfb649dp2006-032)
by Jörg Polzehl & Vladimir Spokoiny & Catalin Starica - The IGARCH e®ect: Consequences on volatility forecasting and option trading (RePEc:pia:wpaper:34/2007)
by Stefano HERZEL & Catalin STARICA & Thomas NORD - The cost of sustainability on optimal portfolio choices (RePEc:pia:wpaper:84/2011)
by Stefano Herzel & Marco Nicolosi & Catalin Starica - The cost of sustainability in optimal portfolio decisions (RePEc:taf:eurjfi:v:18:y:2012:i:3-4:p:333-349)
by Stefano Herzel & Marco Nicolosi & Cătălin Stărică - Is GARCH(1,1) as good a model as the Nobel prize accolades would imply? (RePEc:wpa:wuwpem:0411015)
by Catalin Starica - Non-stationarities in stock returns (RePEc:wpa:wuwpem:0411016)
by Catalin Starica & Clive Granger - When did the 2001 recession really start? (RePEc:wpa:wuwpem:0411017)
by J. Polzehl & V. Spokoiny & C. Starica - Changes of structure in financial time series and the GARCH model (RePEc:wpa:wuwpem:0412003)
by Thomas Mikosch & Catalin Starica - Long range dependence effects and ARCH modelling (RePEc:wpa:wuwpem:0412004)
by Thomas Mikosch & Catalin Starica - Non-stationarities in financial time series, the long range dependence and the IGARCH effects (RePEc:wpa:wuwpem:0412005)
by Thomas Mikosch & Catalin Starica - Why does the GARCH(1,1) model fail to provide sensible longer- horizon volatility forecasts? (RePEc:wpa:wuwpem:0508003)
by Catalin Starica & Stefano Herzel & Tomas Nord - When did the 2001 recession really start? (RePEc:zbw:sfb649:sfb649dp2006-032)
by Polzehl, Jörg & Spokoiny, Vladimir & Stărică, Cătălin