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Starica, Catalin's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
669 |
Total
Citations
16 |
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1.
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Starica, Catalin
Chalmers University of Technology
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324
(44,066)
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9
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Stock returns, volatility, sample autocorrelation, long range dependence, heavy tails
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2.
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Mikosch, Thomas
University of Copenhagen - Laboratory of Actuarial Mathematics Starica, Catalin
Chalmers University of Technology
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166
(89,433)
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3
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Non-stationarity, expected excess return, risk free interest rate, volatility, kernel curve estimator
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3.
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Polzehl, Jorg
Weierstras Institute for Applied Analysis and Stochastics (WIAS) Spokoiny, V.
Weierstras Institute for Applied Analysis and Stochastics (WIAS) Starica, Catalin
Chalmers University of Technology
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108
(128,160)
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1
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Business cycle, non-parametric smoothing, non-stationarity
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4.
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Herzel, Stefano
University of Perugia - Department of Economics Starica, Catalin
Chalmers University of Technology Tutuncu, Reha
GSAM, Quantitative Equities
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71
(168,165)
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3
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stock returns, volatility, sample autocorrelation, long range dependence, non-parametric regression, kernel estimator, distributional forecast, heavy tails
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Records 1 -
4
of 4 matches
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