Access Statistics for Marius Matei
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 | |
| Analiza riscului în evaluarea oportunitatilor internationale de investitii. Perspective în modelarea si previzionarea volatilitatii utilizate în estimarea riscului | 0 | 0 | 6 | 185 | 0 | 2 | 18 | 591 |
| Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data | 0 | 0 | 0 | 29 | 0 | 1 | 7 | 49 |
| Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes | 0 | 0 | 0 | 172 | 1 | 2 | 5 | 756 |
| Surfing through the GFC: systemic risk in Australia | 0 | 0 | 2 | 32 | 1 | 1 | 4 | 87 |
| Total Working Papers | 0 | 0 | 8 | 418 | 2 | 6 | 34 | 1,483 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead | 0 | 0 | 0 | 233 | 0 | 0 | 4 | 652 |
| Bivariate Volatility Modeling with High-Frequency Data | 0 | 0 | 1 | 9 | 0 | 0 | 1 | 38 |
| Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data | 0 | 0 | 0 | 55 | 0 | 0 | 0 | 244 |
| Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models | 0 | 0 | 0 | 82 | 0 | 0 | 1 | 252 |
| Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data | 0 | 1 | 2 | 180 | 0 | 2 | 4 | 496 |
| Testing for mutually exciting jumps and financial flights in high frequency data | 0 | 1 | 2 | 15 | 1 | 2 | 8 | 98 |
| Total Journal Articles | 0 | 2 | 5 | 574 | 1 | 4 | 18 | 1,780 |
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