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 |
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