Cătălin Stărică

1.9k total citations
33 papers, 1.1k citations indexed

About

Cătălin Stărică is a scholar working on Finance, Economics and Econometrics and Strategy and Management. According to data from OpenAlex, Cătălin Stărică has authored 33 papers receiving a total of 1.1k indexed citations (citations by other indexed papers that have themselves been cited), including 23 papers in Finance, 8 papers in Economics and Econometrics and 6 papers in Strategy and Management. Recurrent topics in Cătălin Stărică's 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). Cătălin Stărică is often cited by papers focused on Financial Risk and Volatility Modeling (16 papers), Financial Markets and Investment Strategies (7 papers) and Complex Systems and Time Series Analysis (7 papers). Cătălin Stărică collaborates with scholars based in United States, Switzerland and Sweden. Cătălin Stărică's 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 and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and The Review of Economics and Statistics.

In The Last Decade

Cătălin Stărică

32 papers receiving 1.0k citations

Peers

Cătălin Stărică

FINAN

GEEF

MSOR

Mark Podolskij Denmark

Remigijus Leipus Lithuania

Paolo Zaffaroni United Kingdom

Kay Giesecke United States

Joann Jasiak Canada

Bjørn Eraker United States

Rüdiger Frey Switzerland

Dennis Kristensen United Kingdom

Robert Fox United States

Mark Podolskij Denmark

Cătălin Stărică

1.6k ×1.7

FINAN

837 ×1.3

285 ×1.0

GEEF

291 ×1.2

110 ×0.9

MSOR

Citations per year, relative to Cătălin Stărică Cătălin Stărică (= 1×) peers Mark Podolskij

Countries citing papers authored by Cătălin Stărică

Since Specialization

Citations

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

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

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20 of 20 papers shown

Stărică, Cătălin & Jan Marton. (2024). Identifying the Relationship between Earnings and Prices. The Accounting Review. 100(2). 383–420. 2 indexed citations

Kang, Jian & Cătălin Stărică. (2017). Future Earnings Expectations and Earnings Attributes. SSRN Electronic Journal. 1 indexed citations

Kang, Jian & Cătălin Stărică. (2017). A Consistent Research Design for Value Relevance Studies. SSRN Electronic Journal. 1 indexed citations

Stărică, Cătălin, et al.. (2004). When did the 2001 recession really end?. Chalmers Research (Chalmers University of Technology). 1 indexed citations

Polzehl, Jörg, Vladimir Spokoiny, & Cătălin Stărică. (2004). When Did the 2001 Recession Really Start?. SSRN Electronic Journal. 5 indexed citations

Mikosch, Thomas & Cătălin Stărică. (2004). Nonstationarities in Financial Time Series, the Long-Range Dependence, and the IGARCH Effects. The Review of Economics and Statistics. 86(1). 378–390. 345 indexed citations

Stărică, Cătălin & Thomas Mikosch. (2003). Long range dependence effects and ARCH modeling. Chalmers Research (Chalmers University of Technology). 44 indexed citations

Guérin, Charles‐Antoine, et al.. (2003). Empirical Testing Of The Infinite Source Poisson Data Traffic Model. Stochastic Models. 19(2). 151–200. 29 indexed citations

Mikosch, Thomas & Cătălin Stărică. (2003). Stock Market Risk-Return Inference. An Unconditional, Non-Parametric Approach.. SSRN Electronic Journal. 12 indexed citations

10.

Stărică, Cătălin. (2003). Is Garch(1,1) as Good a Model as the Accolades of the Nobel Prize Would Imply?. SSRN Electronic Journal. 18 indexed citations

11.

Herzel, Stefano, Cătălin Stărică, & Reha Tütüncü. (2003). A Non-Stationary Paradigm for the Dynamics of Multivariate Financial Returns. SSRN Electronic Journal. 3 indexed citations

12.

Stărică, Cătălin & Thomas Mikosch. (2000). Is it really long memory we see in financial returns?. Chalmers Research (Chalmers University of Technology). 14 indexed citations

13.

Stărică, Cătălin. (1999). Multivariate extremes for models with constant conditional correlations. Journal of Empirical Finance. 6(5). 515–553. 93 indexed citations

14.

Resnick, Sidney I. & Cătălin Stărică. (1998). Tail index estimation for dependent data. The Annals of Applied Probability. 8(4). 95 indexed citations

15.

Mikosch, Thomas & Cătălin Stărică. (1998). Change of structure in financial time series, long range dependence and the GARCH model. Chalmers Publication Library (Chalmers University of Technology). 62 indexed citations

16.

Stărică, Cătălin & Olivier V. Pictet. (1997). The tales of GARCH processes tell. Chalmers Research (Chalmers University of Technology). 1 indexed citations

17.

Stărică, Cătălin & Sidney I. Resnick. (1997). Asymptotic behavior of the Hill's estimator for autoregressive data. Chalmers Research (Chalmers University of Technology). 2 indexed citations

18.

Resnick, Sidney I. & Cătălin Stărică. (1997). Smoothing the Hill Estimator. Advances in Applied Probability. 29(1). 271–293. 103 indexed citations

19.

Resnick, Sidney I. & Cătălin Stărică. (1997). Asymptotic behavior of hill's estimator for autoregressive data. Communications in Statistics Stochastic Models. 13(4). 703–721. 43 indexed citations

20.

Resnick, Sidney I. & Cătălin Stărică. (1995). Consistency of Hill's estimator for dependent data. Journal of Applied Probability. 32(1). 139–167. 12 indexed citations

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.

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