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 0 3 64
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 0 0 32
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 258 1 1 6 604
Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization 0 0 0 0 0 0 1 21
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 1 1 2 36
Currency Crises Early Warning Systems: why they should be Dynamic 0 1 3 34 0 1 4 96
Currency crises early warning systems: why they should be dynamic 1 3 3 326 1 4 5 716
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 0 0 0 0 2
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 4 0 0 2 50
How Should Parameter Estimation Be Tailored to the Objective? 0 0 0 0 0 0 1 11
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 1 5 67
How to evaluate an Early Warning System ? 0 0 1 430 1 1 5 780
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 0 182 1 1 2 386
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 0 2 112
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 0 2 65 0 3 17 167
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 1 2 3 132 2 8 17 259
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 2 38 3 7 16 115
Modelling Financial Crises Mutation 0 0 0 11 0 0 2 68
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 2 2 400 1 5 8 804
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 0 0 41
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 0 1 1 131
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 0 0 40
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 1 2 2 21
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 1 1 156 0 2 3 241
Testing for Granger Non-causality in Heterogeneous Panels 2 3 15 1,688 2 9 45 4,109
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 3 16 226
Testing interval forecasts: a GMM-based approach 0 0 1 219 0 2 31 516
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 0 1 1 80
Total Working Papers 4 12 33 4,049 15 53 197 9,795

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 0 3 203
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 0 0 3 54 1 2 12 235
Currency crisis early warning systems: Why they should be dynamic 1 1 7 71 1 1 14 178
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 1 3 6 306 2 5 17 675
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 2 4 10 63 9 19 68 282
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 1 2 48
Testing for Granger non-causality in heterogeneous panels 3 16 76 1,162 16 66 259 3,825
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 0 1 2 111 1 3 15 470
Total Journal Articles 7 25 104 1,796 30 97 390 5,916

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Statistics updated 2025-08-05