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 1 4 7 70
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 1 6 6 38
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 258 1 5 9 610
Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization 0 0 0 0 2 2 2 23
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 1 1 3 37
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 1 34 0 3 6 100
Currency crises early warning systems: why they should be dynamic 1 2 5 328 3 7 11 723
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 0 0 3 3 5
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 4 0 1 4 52
How Should Parameter Estimation Be Tailored to the Objective? 0 0 0 0 1 1 4 14
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 1 7 72
How to evaluate an Early Warning System ? 1 1 2 431 2 4 7 784
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 1 1 183 1 5 8 392
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 2 3 114
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 1 2 3 67 4 17 28 186
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 3 132 0 3 20 265
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 38 5 13 26 131
Modelling Financial Crises Mutation 0 0 0 11 0 3 5 71
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 1 42
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 2 2 4 402 3 5 11 809
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 0 3 4 134
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 1 2 2 42
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 3 22
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 0 0 4 242
Testing for Granger Non-causality in Heterogeneous Panels 1 4 16 1,696 5 15 52 4,133
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 1 4 12 231
Testing interval forecasts: a GMM-based approach 0 0 1 219 4 5 10 522
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 3 6 7 86
Total Working Papers 6 12 38 4,065 39 122 265 9,950

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 5 11 13 215
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 0 1 2 55 4 11 18 247
Currency crisis early warning systems: Why they should be dynamic 0 0 3 71 2 2 10 180
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 1 6 307 3 8 21 683
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 1 4 10 69 29 56 103 347
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 1 3 4 51
Testing for Granger non-causality in heterogeneous panels 3 16 69 1,186 31 79 278 3,952
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 1 2 5 115 2 6 19 482
Total Journal Articles 5 24 95 1,832 77 176 466 6,157

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Statistics updated 2026-01-09