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Publications

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Articles de périodiques
Starica, C., Herzel, S., & Nicolosi, M. (2012). The cost of sustainability in optimal portfolio decisions. The European journal of finance, 18(3-4), 333-349.
   
Starica, C. (2005). Nonstationarities in Stock Returns. The Review of Economics and Statistics, 87(3), 503-522.
   
Starica, C. (2004). NONSTATIONARITIES IN FINANCIAL TIME SERIES, THE LONG-RANGE DEPENDENCE, AND THE IGARCH EFFECTS. The Review of Economics and Statistics, 86(1), 378-390.
   
Working papers
Starica, C. (2017). The Ebbing of Accrual Accounting.
   
Starica, C. (2017). The Ebbing of Accrual Accounting.
   
Starica, C. (2017). Why Have Measures of Earnings Quality Changed Over Time? A Competing Narrative.
   
Starica, C. (2017). What Kind of Earnings Shape More Market Expectations?.
   
Starica, C. (2016). On the Consistent Inference of the Economic Relation of the Residual Earnings Valuation Model.
   
Starica, C. (2013). Business cycle and financial markets cycle. Unpublished Working paper. Faculty of Economics and Business.
   
Tafin Djoko, D., & Starica, C. (2011). Hedge Fund Replication: A Dynamic Performance-Adaptive Local Linear Regression Approach. Unpublished Working paper. Université de Neuchâtel.
   
Starica, C., Herzel, S., & Nord, T. (2010). A non-stationary investigation of the IGARCH effect. Unpublished Working paper. Université de Neuchâtel.
   
Starica, C., & Manescu, C. (2010). Do Corporate Social Responsibility scores explain and predict firm profitability? A case study on the publishers of the Dow Jones Sustainability Indexes. Unpublished Working paper. Université de Neuchâtel.
   
Présentations
Starica, C. (2011). The facts behind sector rotation. Presented at Research seminar, UNINE, EPFL, University of Copenhaga, University of Göteborg.
   
Starica, C. (2010). The stock markets of Europe: globalization or European integration?. Presented at Department of Mathematics, University of Aveiro, Aveiro, Portugal.
   
Starica, C. (2010). Do Corporate Social Responsibility scores explain and predict firm profitability? A case study on the publishers of the Dow Jones Sustainability Indexes. Presented at Business School, University of Gothenburg, Gothenburg.
   
Starica, C. (2010). The cost of sustainability on optimal portfolio choices. Presented at AMASES 2010 Conference, University of Macerata, Macerata, Italie.
   
Starica, C. (2010). The markets of Europe : Globalisation or European integration ?. Presented at Department of Actuarial Sciences, University of Lausanne, Lausanne.
   
Starica, C. (2009). The stock markets of Europe: globalization or European integration?. Presented at High-dimensional Extremes and Applications, EPFL, Lausanne, Suisse.
   
Starica, C. (2009). A minicourse on applications of nonparametric function analysis in the analysis of financial time series. Presented at Workshop on Nonparametric Function Estimation with Applications in Finance, Oulu, Finland.
   
Starica, C. (2009). The stock markets of Europe: globalization or European integration?. Presented at Department of Mathematics, ETH, Zurich, Suisse.
   
Starica, C. (2009). The stock markets of Europe: globalization or European integration?. Presented at European Workshop on Financial Risk Analysis and Extreme Values, ESSEC, Paris, France.
   
 
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*Format bibliographique : APA5