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CIPRIAN NECULA
CIPRIAN NECULA
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Titlu
Citat de
Citat de
Anul
Option pricing in a fractional Brownian motion environment
C Necula
Available at SSRN 1286833, 2002
2622002
Modeling Heavy Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution
C Necula
Romanian Journal of Economic Forecasting 10 (2), 118-131, 2009
492009
Estimating potential GDP for the Romanian economy. An eclectic approach
M Altăr, C Necula, G Bobeică
Romanian Journal of Economic Forecasting 13 (3), 5-25, 2010
442010
Long memory in Eastern European financial markets returns
C Necula, AN Radu
EKONOMSKA ISTRAZIVANJA-ECONOMIC RESEARCH 25 (2), 361-377, 2012
222012
ESTIMATING THE CYCLICALLY ADJUSTED BUDGET BALANCE FOR THE ROMANIAN ECONOMY. AROBUST APPROACH
M Altar, C Necula, G Bobeica
Romanian Journal of Economic Forecasting 13 (2), 79-99, 2010
222010
Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach
C Necula
Romanian Journal of Economic Forecasting 13 (3), 93-106, 2010
212010
A two-factor cointegrated commodity price model with an application to spread option pricing
W Farkas, E Gourier, R Huitema, C Necula
Journal of Banking & Finance 77, 249-268, 2017
202017
Modeling the economic growth in Romania. The role of human capital
M Altăr, C Necula, G Bobeică
Romanian Journal of Economic Forecasting 9 (3), 115-128, 2008
162008
A general closed form option pricing formula
C Necula, G Drimus, W Farkas
Review of Derivatives Research 22 (1), 1-40, 2019
152019
A copula-garch model
C Necula
Economic research-Ekonomska istraŸivanja 23 (2), 1-10, 2010
82010
Impactul liberalizării contului de capital asupra cursului de schimb și a competitivităț ii economiei românești
M Altăr, LL Albu, I Dumitru, C Necula
Institutul European din România, Studii de impact (PAIS III), București …, 2005
72005
The impact of capital account liberalization on exchange rate and the competitiveness of the Romanian economy
M Altar, L Albu, I Dumitru, C Necula
Pre-Accession Impact Studies III, 2005
72005
Barrier options and a reflection principle of the Fractional Brownian Motion
C Necula
Available at SSRN 1286834, 2003
72003
Modeling the economic growth in Romania. The influence of fiscal regimes
M ALTĂR, C Necula, G BOBEICĂ
Romanian Journal of Economic Forecasting 9 (4), 146-60, 2008
62008
A Framework for Derivative Pricing in the Fractional Black-Scholes Market
C Necula
Available at SSRN 1289406, 2007
62007
Impactul Liberalizării Contului de Capital Asupra Cursului de Schimb Și a Competitivității Economiei Românești
Institutul European din România, M Altar, L Albu, I Dumitru, C Necula
Institutul European din România, 2006
52006
Closed form option pricing under generalized Hermite expansions
GG Drimus, W Farkas, C Necula, A Sokko
Available at SSRN 2349868, 2013
42013
European Semester: ensuring sustainable economic growth through sound public finances. Lessons for Romania from the public finances’ sustainability point of view
M Altăr, C Necula, I Dumitru, G Bobeică
Strategy and Policy Studies (SPOS), 2011
42011
A Two-Country Discontinuous General Equilibrium Model
C Necula
Economic Computation and Economic Cybernetics Studies and Research 44 (2 …, 2010
42010
A Two-Country Discontinuous General Equilibrium Model
C Necula
Available at SSRN 1289413, 2008
42008
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Articole 1–20