Cătălin Stărică
- Finance top 0.5%
- Economics and Econometrics top 2%
- General Economics, Econometrics and Finance top 2%
- Statistics and Probability top 2%
- Management Science and Operations Research top 5%
- Co-authors
- Thomas MikoschSidney I. ResnickLaurens de HaanJaap GelukChristian GouriérouxHolger DreesStefano HerzelMarco Nicolosi
- Topics
- Financial Risk and Volatility Modeling (16 papers)Financial Markets and Investment Strategies (7 papers)Complex Systems and Time Series Analysis (7 papers)
- Journals
- SHILAP Revista de lepidopterologíaJournal of the American Statistical AssociationThe Review of Economics and Statistics
- Partner nations
- United StatesSwitzerlandSweden
In The Last Decade
Cătălin Stărică
32 papers receiving 1.0k citations
Peers
Comparison fields: 5 of 57
- Finance 918
- Economics and Econometrics 649
- General Economics, Econometrics and Finance 272
- Statistics and Probability 250
- Management Science and Operations Research 126
Countries citing papers authored by Cătălin Stărică
This map shows the geographic impact of Cătălin Stărică's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Cătălin Stărică with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Cătălin Stărică more than expected).
Fields of papers citing papers by Cătălin Stărică
This network shows the impact of papers produced by Cătălin Stărică. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Cătălin Stărică. The network helps show where Cătălin Stărică may publish in the future.
Co-authorship network of co-authors of Cătălin Stărică
This figure shows the co-authorship network connecting the top 25 collaborators of Cătălin Stărică. A scholar is included among the top collaborators of Cătălin Stărică based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Cătălin Stărică. Cătălin Stărică is excluded from the visualization to improve readability, since they are connected to all nodes in the network.
All Works
| # | Work | Indexed citations |
|---|---|---|
| 1 | 2 | |
| 2 | 1 | |
| 3 | 1 | |
| 4 | When did the 2001 recession really end? | 1 |
| 5 | 5 | |
| 6 | 345 | |
| 7 | Long range dependence effects and ARCH modeling | 44 |
| 8 | 29 | |
| 9 | 12 | |
| 10 | 18 | |
| 11 | 3 | |
| 12 | Is it really long memory we see in financial returns? | 14 |
| 13 | 93 | |
| 14 | 95 | |
| 15 | Change of structure in financial time series, long range dependence and the GARCH model | 62 |
| 16 | The tales of GARCH processes tell | 1 |
| 17 | Asymptotic behavior of the Hill's estimator for autoregressive data | 2 |
| 18 | 103 | |
| 19 | 43 | |
| 20 | 12 |
About Cătălin Stărică
Cătălin Stărică is a scholar working on Finance, Accounting and Strategy and Management, having authored 33 papers that have together received 1.1k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (16 papers), Financial Markets and Investment Strategies (7 papers) and Complex Systems and Time Series Analysis (7 papers). The work is most often cited by research in Finance (918 citations), General Economics, Econometrics and Finance (272 citations) and Statistics and Probability (250 citations). Cătălin Stărică has collaborated with scholars based in United States, Switzerland and Sweden. Frequent co-authors include Thomas Mikosch, Sidney I. Resnick, Sidney I. Resnick, Laurens de Haan, Jaap Geluk, Christian Gouriéroux, Holger Drees, Stefano Herzel, Marco Nicolosi and Charles‐Antoine Guérin. Their work appears in journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and The Review of Economics and Statistics.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.