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 0 4 0 0 14 78
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 1 259 1 2 14 618
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 1 1 10 42
Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization 0 0 0 0 0 0 7 28
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 5 41
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 0 34 0 0 11 107
Currency crises early warning systems: why they should be dynamic 0 0 2 328 0 1 20 736
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 0 0 0 6 8
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 4 0 0 11 61
How Should Parameter Estimation Be Tailored to the Objective? 0 0 0 0 0 1 11 22
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 2 14 81
How to evaluate an Early Warning System ? 0 1 2 432 1 2 16 796
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 2 184 0 1 14 400
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 0 11 123
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 1 7 72 1 4 41 208
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 2 134 0 2 24 283
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 39 0 2 30 145
Modelling Financial Crises Mutation 0 0 0 11 0 1 9 77
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 0 3 44
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 2 402 0 0 22 826
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 0 0 8 139
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 0 7 47
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 9 30
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 156 0 2 10 251
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 1 21 247
Testing for Granger Non-causality in Heterogeneous Panels 1 5 16 1,704 2 13 57 4,166
Testing interval forecasts: a GMM-based approach 0 0 0 219 1 2 10 526
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 1 3 16 96
Total Working Papers 1 7 35 4,084 8 40 431 10,226

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 16 219
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 2 3 5 59 3 6 31 266
Currency crisis early warning systems: Why they should be dynamic 0 0 2 73 0 1 6 184
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 3 7 313 2 9 31 706
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 0 6 15 78 7 38 162 444
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 0 11 59
Testing for Granger non-causality in heterogeneous panels 3 23 61 1,223 12 59 279 4,104
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 1 1 7 118 2 5 29 499
Total Journal Articles 6 36 97 1,893 26 119 565 6,481

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Statistics updated 2026-08-07