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Ciprian Necula · Study

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Ciprian Necula

3 works· latest 2010· 1 institutionscluster: provisionalORCID 0000-0002-8809-3605

h-index3

i103

Citations163

Works here3

08

09

10

Most cited in this library

Option Pricing in a Fractional Brownian Motion Environment2008 · 120 citations
MODELING HEAVY-TAILED STOCK INDEX RETURNS USING THE GENERALIZED HYPERBOLIC DISTRIBUTION2009 · 26 citations
Estimating Potential GDP for the Romanian Economy. An Eclectic Approach2010 · 17 citations

Works

3 shown

Estimating Potential GDP for the Romanian Economy. An Eclectic Approach

RePEc: Research Papers in Economics·2010·3 authors

17citations

MODELING HEAVY-TAILED STOCK INDEX RETURNS USING THE GENERALIZED HYPERBOLIC DISTRIBUTION

RePEc: Research Papers in Economics·2009·1 author

26citations

Option Pricing in a Fractional Brownian Motion Environment

SSRN Electronic Journal·2008·1 author·preprint·Open access

120citations