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 3 5 14 78
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 1 1 1 259 2 4 13 616
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 2 3 9 41
Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization 0 0 0 0 3 4 7 28
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 6 41
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 1 34 4 5 12 107
Currency crises early warning systems: why they should be dynamic 0 0 5 328 4 10 23 735
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 0 1 1 6 8
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 4 4 6 11 61
How Should Parameter Estimation Be Tailored to the Objective? 0 0 0 0 3 6 10 21
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 2 4 13 79
How to evaluate an Early Warning System ? 0 0 1 431 3 5 15 794
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 1 2 184 2 3 14 399
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 3 3 11 123
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 1 3 6 71 4 14 40 204
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 4 134 3 6 30 281
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 1 1 39 5 8 35 143
Modelling Financial Crises Mutation 0 0 0 11 2 3 8 76
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 4 402 8 11 27 826
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 1 1 3 44
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 1 3 9 139
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 2 4 7 47
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 3 4 11 30
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 2 4 10 249
Testing for Granger Non-causality in Heterogeneous Panels 1 2 14 1,699 4 12 53 4,153
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 5 10 23 246
Testing interval forecasts: a GMM-based approach 0 0 0 219 1 2 10 524
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 2 3 14 93
Total Working Papers 3 8 40 4,077 79 144 444 10,186

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 1 1 15 218
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 0 1 2 56 4 10 27 260
Currency crisis early warning systems: Why they should be dynamic 0 0 3 73 0 1 6 183
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 1 2 7 310 6 12 27 697
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 0 2 13 72 11 42 143 406
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 5 5 12 59
Testing for Granger non-causality in heterogeneous panels 3 9 54 1,200 17 65 286 4,045
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 1 1 7 117 3 5 27 494
Total Journal Articles 5 15 86 1,857 47 141 543 6,362

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06