1

Nonstationarities in Stock Returns

Cătălin Stărică and Clive Granger
Journal:
Review of Economics and Statistics
Year:
2005
Language:
english
File:
PDF, 3.03 MB
english, 2005
3

The cost of sustainability in optimal portfolio decisions

Herzel, Stefano, Nicolosi, Marco, Stărică, Cătălin
Journal:
European Journal of Finance
Year:
2012
Language:
english
File:
PDF, 495 KB
english, 2012
4

When Did the 2001 Recession Really Start?

Polzehl, Jorg, Spokoiny, V., Starica, Catalin
Journal:
SSRN Electronic Journal
Year:
2004
Language:
english
File:
PDF, 409 KB
english, 2004
6

Smoothing the Hill Estimator

Sidney Resnick and Cǎtǎlin Stǎricǎ
Journal:
Advances in Applied Probability
Year:
1997
Language:
english
File:
PDF, 1.58 MB
english, 1997
7

Consistency of Hill's estimator for dependent data

Resnick, Sidney, Stărică, Cătălin
Journal:
Journal of Applied Probability
Year:
1995
Language:
english
File:
PDF, 1.94 MB
english, 1995
8

Is Garch(1,1) as Good a Model as the Accolades of the Nobel Prize Would Imply?

Starica, Catalin
Journal:
SSRN Electronic Journal
Year:
2003
Language:
english
File:
PDF, 1.35 MB
english, 2003
9

Multivariate extremes for models with constant conditional correlations

Cătălin Stărică
Journal:
Journal of Empirical Finance
Year:
1999
Language:
english
File:
PDF, 538 KB
english, 1999
13

Nonstationarities in Stock Returns

Stărică, Cătălin, Granger, Clive
Journal:
Review of Economics and Statistics
Year:
2005
Language:
english
File:
PDF, 2.84 MB
english, 2005
14

Gaussian and Non-Gaussian Linear Time Series and Random Fields

Starica, Catalin
Journal:
Journal of the American Statistical Association
Year:
2001
Language:
english
File:
PDF, 97 KB
english, 2001
17

Tail Index Estimation for Dependent Data

Sidney Resnick and Catalin Stărică
Journal:
The Annals of Applied Probability
Year:
1998
Language:
english
File:
PDF, 1.67 MB
english, 1998
18

Consistency of Hill's Estimator for Dependent Data

Sidney Resnick and Cătălin Stărică
Journal:
Journal of Applied Probability
Year:
1995
Language:
english
File:
PDF, 1.76 MB
english, 1995
19

Tail index estimation for dependent data

Resnick, Sidney, Stărică, Catalin
Journal:
The Annals of Applied Probability
Year:
1998
Language:
english
File:
PDF, 219 KB
english, 1998
20

Stock Market Risk-Return Inference. An Unconditional, Non-Parametric Approach.

Mikosch, Thomas, Starica, Catalin
Journal:
SSRN Electronic Journal
Year:
2003
Language:
english
File:
PDF, 1.71 MB
english, 2003
22

Future Earnings Expectations and Earnings Attributes

Kang, Jian, Starica, Catalin
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 1.04 MB
english, 2017
23

A Consistent Research Design for Value Relevance Studies

Kang, Jian, Starica, Catalin
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 697 KB
english, 2017
24

Smoothing the Hill Estimator

Resnick, Sidney, Stărică, Cătălin
Journal:
Advances in Applied Probability
Year:
1997
File:
PDF, 1.79 MB
1997
25

Smoothing the Hill Estimator

Resnick, Sidney, Stărică, Cătălin
Journal:
Advances in Applied Probability
Year:
1997
Language:
english
File:
PDF, 1.79 MB
english, 1997
26

Why Have Measures of Earnings Quality Changed Over Time? A Competing Narrative

Starica, Catalin, Kang, Jian
Journal:
SSRN Electronic Journal
Year:
2017
Language:
english
File:
PDF, 724 KB
english, 2017