Access Statistics for Denisa BANULESCU-RADU

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
Do We Need High Frequency Data to Forecast Variances? 0 0 0 0 2 2 8 48
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 0 2 31 2 5 21 76
High-Frequency Risk Measures 1 3 16 222 5 10 37 565
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 3 12 34 53
Total Working Papers 1 3 18 253 12 29 100 742


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Do We Need High Frequency Data to Forecast Variances? 0 0 4 23 0 2 17 69
Forecasting High‐Frequency Risk Measures 1 1 3 17 1 1 4 37
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 0 1 11 88 3 8 51 276
Total Journal Articles 1 2 18 128 4 11 72 382


Statistics updated 2020-11-03