Concepedia
Statistics
Publications
25
Citations
1.9K
H-Index
19
Active since
1995
Affiliations
Cornell University(Current)
Chalmers University of Technology
University of Neuchâtel
University of Pennsylvania
University of Copenhagen
Cătălin Stărică is an author at Cornell University specializing in economics, finance, and time series analysis.
Publications per year
1995–2022
Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects
Thomas Mikosch, Cătălin Stărică · The Review of Economics and Statistics · 2004 · 539 citations
Business, Economics, Finance +13
Smoothing the Hill Estimator
Sidney I. Resnick, Cătălin Stărică · Advances in Applied Probability · 1997 · 160 citations
Natural Sciences, Economics, Econometrics +13
Tail index estimation for dependent data
Sidney I. Resnick, Cătălin Stărică · The Annals of Applied Probability · 1998 · 140 citations · Full text
Engineering, Mathematics, Probability Theory +9
Multivariate extremes for models with constant conditional correlations
Cătălin Stărică · Journal of Empirical Finance · 1999 · 135 citations · Full text
Engineering, Finance, Financial Economics +12
Consistency of Hill's estimator for dependent data
Sidney I. Resnick, Cătălin Stărică · Journal of Applied Probability · 1995 · 128 citations
Natural Sciences, Mathematics, Econometrics +13
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