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Estimating potential GDP for the Romanian economy : an eclectic approach
Altar, Moisa; Necula, Ciprian; Bobeică, Gabriel - In: Romanian journal of economic forecasting 13 (2010) 3, pp. 5-25
Persistent link: https://www.econbiz.de/10009008929
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Quantifying the recapitalization fund premium using option pricing techniques
Necula, Ciprian; Radu, Alina-Nicoleta - In: Economics letters 114 (2012) 3, pp. 249-251
Persistent link: https://www.econbiz.de/10009550804
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Long memory in Eastern European financial markets returns
Necula, Ciprian; Radu, Alina-Nicoleta - In: Economic research 25 (2012) 2, pp. 361-377
Persistent link: https://www.econbiz.de/10009564272
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A general closed form option pricing formula
Necula, Ciprian; Drimus, Gabriel; Farkas, Walter - In: Review of derivatives research 22 (2019) 1, pp. 1-40
Persistent link: https://www.econbiz.de/10012311636
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A two-factor cointegrated commodity price model with an application to spread option pricing
Farkas, Walter; Gourier, Elise; Huitema, Robert; … - In: Journal of banking & finance 77 (2017), pp. 249-268
Persistent link: https://www.econbiz.de/10011814773
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Modeling tail dependence using stochastic volatility model
Kim, See-Woo; Ma, Yong-Ki; Necula, Ciprian - In: Computational economics 62 (2023) 1, pp. 129-147
Persistent link: https://www.econbiz.de/10014327243