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 1 4 12 44
Do We Need Ultra-High Frequency Data to Forecast Variances? 0 1 5 30 2 7 23 65
High-Frequency Risk Measures 1 6 21 216 3 11 56 546
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 4 8 20 33
Total Working Papers 1 7 26 246 10 30 111 688


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 1 20 1 3 12 58
Forecasting High‐Frequency Risk Measures 1 1 5 16 1 1 10 35
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 0 1 8 81 3 10 43 246
Total Journal Articles 1 2 14 117 5 14 65 339


Statistics updated 2020-04-03