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 1 4 0 1 5 64
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 1 258 1 2 8 603
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 0 0 32
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 0 0 1 35
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 3 33 0 1 4 95
Currency crises early warning systems: why they should be dynamic 0 0 2 323 0 0 5 712
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 2 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 0 1 6 66
How to evaluate an Early Warning System ? 0 1 1 430 0 2 5 779
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 1 182 0 1 4 385
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 1 46 0 0 3 112
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 0 4 65 1 2 28 164
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 1 2 130 1 4 12 251
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 1 1 2 38 1 3 11 108
Modelling Financial Crises Mutation 0 0 0 11 0 1 2 68
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 0 0 41
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 1 398 0 1 5 799
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 1 54 0 0 1 130
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 0 1 40
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 0 19
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 2 155 0 0 4 239
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 2 17 223
Testing for Granger Non-causality in Heterogeneous Panels 1 4 15 1,685 3 14 50 4,100
Testing interval forecasts: a GMM-based approach 0 1 3 219 1 2 39 514
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 0 0 1 79
Total Working Papers 2 8 40 4,037 8 39 216 9,742

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 1 5 203
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 0 1 3 54 1 4 14 233
Currency crisis early warning systems: Why they should be dynamic 0 2 10 70 1 5 17 177
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 2 7 303 1 7 19 670
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 0 0 12 59 2 12 69 263
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 0 1 47
Testing for Granger non-causality in heterogeneous panels 4 19 83 1,146 12 58 281 3,759
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 0 0 1 110 0 4 14 467
Total Journal Articles 4 24 116 1,771 17 91 420 5,819

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Statistics updated 2025-05-12