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Razvan Pascalau
Razvan Pascalau
Associate Professor, SUNY Plattsburgh
Verified email at plattsburgh.edu - Homepage
Title
Cited by
Cited by
Year
Unit root tests with smooth breaks: an application to the Nelson–Plosser data set
R Pascalau
Applied Economics Letters 17 (6), 565-570, 2010
962010
Diversification in funds of hedge funds: Is it possible to overdiversify?
SJ Brown, GN Gregoriou, R Pascalau
The Review of Asset Pricing Studies 2 (1), 89-110, 2012
812012
Public enforcement of securities market rules: Resource-based evidence from the Securities and Exchange Commission
T Lohse, R Pascalau, C Thomann
Journal of Economic Behavior & Organization 106, 197-212, 2014
322014
Is it possible to overdiversify? The case of funds of hedge funds
SJ Brown, GN Gregoriou, R Pascalau
Review of Asset Pricing Studies 2 (1), 89-110, 2012
252012
Testing for a unit root in the asymmetric nonlinear smooth transition framework
R Pascalau
Department of Economics, Finance and Legal Studies University of Alabama …, 2007
252007
Corporate management of highly dynamic risks: Evidence from the demand for terrorism insurance in Germany
C Thomann, R Pascalau, JG Von Der Schulenburg
The Geneva Risk and Insurance Review 37, 57-82, 2012
142012
Productivity shocks, unemployment persistence, and the adjustment of real wages in OECD countries
R Pascalau
142007
Financial econometrics modeling: derivatives pricing, hedge funds and term structure models
G Gregoriou, R Pascalau
Springer, 2015
13*2015
A joint survival analysis of hedge funds and funds of funds using copulas
GN Gregoriou, R Pascalau
Managerial Finance 38 (1), 82-100, 2011
132011
Recruitment of seemingly overeducated personnel: insider–outsider effects on fair employee selection practices
O Fabel, R Pascalau
International Journal of the Economics of Business 20 (1), 57-82, 2013
12*2013
Pretesting for multi-step-ahead exchange rate forecasts with STAR models
W Enders, R Pascalau
International Journal of Forecasting 31 (2), 473-487, 2015
112015
The role of TTIP on the environment
RC Pascalau, D Qirjo
Available at SSRN 2989780, 2017
102017
The role of TTIP on the environment
D Qirjo, R Pascalau
Southern Economic Journal 85 (4), 1262-1285, 2019
92019
TTIP and the environmental Kuznets curve
RC Pascalau, D Qirjo
Available at SSRN 3002456, 2017
92017
Increasing the information content of realized volatility forecasts
R Pascalau, R Poirier
Journal of Financial Econometrics 21 (4), 1064-1098, 2023
82023
Johansen‐type cointegration tests with a Fourier function
R Pascalau, J Lee, S Nazlioglu, Y Lu
Journal of Time Series Analysis 43 (5), 828-852, 2022
82022
Unconditional mean, volatility, and the fourier-garch representation
R Pascalau, C Thomann, GN Gregoriou
Financial econometrics modeling: Derivatives pricing, hedge funds and term …, 2011
72011
The Role of CETA on Carbon Dioxide, F-Gasses, Methane, and Nitrous Oxide
D Qirjo, RC Pascalau, D Krichevskiy
F-Gasses, Methane, and Nitrous Oxide (April 22, 2020), 2020
62020
CETA and air pollution
D Qirjo, RC Pascalau, D Krichevskiy
Available at SSRN 3583045, 2020
52020
The role of TTIP on other than CO2 air pollutants
D Qirjo, R Pascalau
52019
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