| Option pricing in a fractional Brownian motion environment C Necula Available at SSRN 1286833, 2002 | 278 | 2002 |
| Modeling Heavy Tailed Stock Index Returns Using the Generalized Hyperbolic Distribution C Necula Romanian Journal of Economic Forecasting 10 (2), 118-131, 2009 | 50 | 2009 |
| Estimating potential GDP for the Romanian economy. An eclectic approach M Altăr, C Necula, G Bobeică Romanian Journal of Economic Forecasting 13 (3), 5-25, 2010 | 49 | 2010 |
| Long memory in Eastern European financial markets returns C Necula, AN Radu EKONOMSKA ISTRAZIVANJA-ECONOMIC RESEARCH 25 (2), 361-377, 2012 | 22 | 2012 |
| ESTIMATING THE CYCLICALLY ADJUSTED BUDGET BALANCE FOR THE ROMANIAN ECONOMY. AROBUST APPROACH M Altar, C Necula, G Bobeica Romanian Journal of Economic Forecasting 13 (2), 79-99, 2010 | 22 | 2010 |
| Modeling the Dependency Structure of Stock Index Returns using a Copula Function Approach C Necula Romanian Journal of Economic Forecasting 13 (3), 93-106, 2010 | 21 | 2010 |
| A general closed form option pricing formula C Necula, G Drimus, W Farkas Review of Derivatives Research 22 (1), 1-40, 2019 | 19 | 2019 |
| A two-factor cointegrated commodity price model with an application to spread option pricing W Farkas, E Gourier, R Huitema, C Necula Journal of Banking & Finance 77, 249-268, 2017 | 19 | 2017 |
| Modeling the economic growth in Romania. The role of human capital M Altăr, C Necula, G Bobeică Romanian Journal of Economic Forecasting 9 (3), 115-128, 2008 | 17 | 2008 |
| A copula-garch model C Necula Economic research-Ekonomska istraživanja 23 (2), 1-10, 2010 | 8 | 2010 |
| Impactul liberalizării contului de capital asupra cursului de schimb şi a competitivităț ii economiei româneşti M Altăr, LL Albu, I Dumitru, C Necula Institutul European din România, Studii de impact (PAIS III), Bucureşti …, 2005 | 7 | 2005 |
| The impact of capital account liberalization on exchange rate and the competitiveness of the Romanian economy M Altar, L Albu, I Dumitru, C Necula Pre-Accession Impact Studies III, 2005 | 7 | 2005 |
| Barrier options and a reflection principle of the Fractional Brownian Motion C Necula Available at SSRN 1286834, 2003 | 7 | 2003 |
| Modeling the economic growth in Romania. The influence of fiscal regimes M ALTĂR, C Necula, G BOBEICĂ Romanian Journal of Economic Forecasting 9 (4), 146-60, 2008 | 6 | 2008 |
| A Framework for Derivative Pricing in the Fractional Black-Scholes Market C Necula Available at SSRN 1289406, 2007 | 6 | 2007 |
| Impactul Liberalizării Contului de Capital Asupra Cursului de Schimb Și a Competitivității Economiei Românești Institutul European din România, M Altar, L Albu, I Dumitru, C Necula Institutul European din România, 2006 | 5 | 2006 |
| External shocks pass-through into selected central and Eastern European countries C Necula, B Murarasu, AN Radu, C Anghelescu, A Zaharia Technological and Economic Development of Economy, 1-23, 2022 | 4 | 2022 |
| Closed form option pricing under generalized Hermite expansions GG Drimus, W Farkas, C Necula, A Sokko Available at SSRN 2349868, 2013 | 4 | 2013 |
| European Semester: ensuring sustainable economic growth through sound public finances. Lessons for Romania from the public finances’ sustainability point of view M Altăr, C Necula, I Dumitru, G Bobeică Strategy and Policy Studies (SPOS), 2011 | 4 | 2011 |
| A Two-Country Discontinuous General Equilibrium Model C Necula Economic Computation and Economic Cybernetics Studies and Research 44 (2 …, 2010 | 4 | 2010 |
