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 13 78
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 1 259 0 2 13 618
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 1 2 11 43
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 1 1 12 108
Currency crises early warning systems: why they should be dynamic 0 0 2 328 1 2 21 737
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? 1 1 1 5 2 2 13 63
How Should Parameter Estimation Be Tailored to the Objective? 0 0 0 0 1 1 10 23
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 2 12 81
How to evaluate an Early Warning System ? 0 1 2 432 3 5 19 799
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 2 184 1 1 15 401
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 1 1 12 124
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 1 2 8 73 4 7 43 212
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 2 134 2 2 24 285
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 39 1 2 29 146
Modelling Financial Crises Mutation 0 0 0 11 0 0 9 77
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 2 402 1 1 23 827
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 1 1 4 45
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 1 1 8 48
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 0 8 30
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 0 156 0 1 10 251
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 0 0 20 247
Testing for Granger Non-causality in Heterogeneous Panels 1 3 14 1,705 2 8 54 4,168
Testing interval forecasts: a GMM-based approach 0 0 0 219 0 1 9 526
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 1 3 17 97
Total Working Papers 3 7 35 4,087 24 46 435 10,250

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 17 220
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 1 3 6 60 1 4 31 267
Currency crisis early warning systems: Why they should be dynamic 0 0 2 73 1 1 7 185
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 1 7 313 2 8 33 708
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 3 6 17 81 6 25 163 450
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 0 11 59
Testing for Granger non-causality in heterogeneous panels 4 19 59 1,227 15 53 261 4,119
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 0 1 6 118 2 7 27 501
Total Journal Articles 8 30 97 1,901 28 99 550 6,509

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Statistics updated 2026-09-10