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 2 6 11 75
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 1 6 38
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 258 0 3 10 612
Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization 0 0 0 0 1 4 4 25
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 5 6 41
Currency Crises Early Warning Systems: why they should be Dynamic 0 0 1 34 1 3 9 103
Currency crises early warning systems: why they should be dynamic 0 1 5 328 3 8 16 728
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 4 0 3 7 55
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 0 0 2 5 7
How Should Parameter Estimation Be Tailored to the Objective? 0 0 0 0 1 3 5 16
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 1 4 10 76
How to evaluate an Early Warning System ? 0 1 2 431 2 9 14 791
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 1 183 0 5 12 396
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 6 8 120
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 2 3 68 5 13 32 195
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 2 4 134 1 11 26 276
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 0 1 38 0 9 29 135
Modelling Financial Crises Mutation 0 0 0 11 1 3 6 74
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 2 4 402 2 11 18 817
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 2 43
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 2 4 8 138
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 2 4 5 45
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 1 5 8 27
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 2 5 8 247
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 5 11 19 241
Testing for Granger Non-causality in Heterogeneous Panels 0 2 14 1,697 4 17 52 4,145
Testing interval forecasts: a GMM-based approach 0 0 0 219 0 4 9 522
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 0 7 11 90
Total Working Papers 0 10 36 4,069 36 167 356 10,078

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 7 14 217
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 0 0 2 55 2 9 22 252
Currency crisis early warning systems: Why they should be dynamic 0 2 5 73 1 5 9 183
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 1 5 308 3 8 20 688
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 1 3 12 71 11 57 121 375
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 4 7 54
Testing for Granger non-causality in heterogeneous panels 3 11 60 1,194 25 84 281 4,005
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 0 2 6 116 0 9 23 489
Total Journal Articles 4 19 90 1,846 42 183 497 6,263

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Statistics updated 2026-03-04