Access Statistics for Elena Ivona Dumitrescu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backesting Value-at-Risk: From DQ (Dynamic Quantile) to DB (Dynamic Binary) Tests 0 0 0 4 0 4 7 69
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 1 5 5 37
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 258 4 4 9 609
Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization 0 0 0 0 0 0 0 21
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 2 36
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 2 34 3 4 7 100
Currency crises early warning systems: why they should be dynamic 1 1 4 327 4 4 9 720
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 4 0 2 4 52
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 0 3 3 3 5
How Should Parameter Estimation Be Tailored to the Objective? 0 0 0 0 0 0 3 13
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 3 8 72
How to evaluate an Early Warning System ? 0 0 1 430 1 2 5 782
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 1 1 1 183 2 5 7 391
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 2 2 3 114
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 1 1 2 66 2 13 24 182
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 3 132 2 4 21 265
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 38 3 9 21 126
Modelling Financial Crises Mutation 0 0 0 11 2 3 5 71
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 1 1 1 42
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 2 400 2 2 9 806
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 2 3 4 134
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 1 1 1 41
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 3 22
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 0 1 4 242
Testing for Granger Non-causality in Heterogeneous Panels 1 4 17 1,695 7 14 51 4,128
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 2 3 11 230
Testing interval forecasts: a GMM-based approach 0 0 1 219 1 1 6 518
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 3 3 4 83
Total Working Papers 4 7 35 4,059 49 96 237 9,911

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 29 0 7 8 210
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 1 1 2 55 6 7 15 243
Currency crisis early warning systems: Why they should be dynamic 0 0 4 71 0 0 10 178
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 1 1 6 307 4 5 18 680
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 0 4 9 68 8 31 81 318
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 2 4 50
Testing for Granger non-causality in heterogeneous panels 8 15 73 1,183 22 63 272 3,921
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 1 2 4 114 3 6 18 480
Total Journal Articles 11 23 98 1,827 43 121 426 6,080

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Statistics updated 2025-12-06