Razvan Pascalau

Unit root tests with smooth breaks: an application to the Nelson–Plosser data set

Razvan Pascalau · Applied Economics Letters · 2008 · 75 citations

Unit Root Tests, New Tests, Macroeconomic Forecasting +18

Diversification in Funds of Hedge Funds: Is it Possible to Overdiversify?

Stephen J. Brown, Greg N. Gregoriou, Razvan Pascalau · SSRN Electronic Journal · 2011 · 46 citations · Full text

Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission

Tim Lohse, Razvan Pascalau, Christian Thomann · Journal of Economic Behavior & Organization · 2014 · 20 citations

Securities Law, Public Enforcement, Securities Market Rules +7

Johansen‐type cointegration tests with a Fourier function

Razvan Pascalau, Junsoo Lee, Şaban Nazlıoğlu et al. · Journal of Time Series Analysis · 2022 · 15 citations

Cointegration System, Structural Breaks, Finance +11

A joint survival analysis of hedge funds and funds of funds using copulas

Greg N. Gregoriou, Razvan Pascalau · Managerial Finance · 2011 · 14 citations

Linear Association, Portfolio Optimization, Financial Economics +15