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 3 14 78
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 3 9 41
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 1 1 259 0 4 13 616
Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization 0 0 0 0 0 3 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 0 34 0 4 11 107
Currency crises early warning systems: why they should be dynamic 0 0 3 328 0 7 20 735
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 4 0 6 11 61
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 0 0 1 6 8
How Should Parameter Estimation Be Tailored to the Objective? 0 0 0 0 1 6 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 3 13 79
How to evaluate an Early Warning System ? 0 0 1 431 0 3 15 794
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 1 2 184 1 4 15 400
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 3 11 123
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 3 6 71 1 10 39 205
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 0 0 4 134 2 7 28 283
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 1 1 39 1 9 34 144
Modelling Financial Crises Mutation 0 0 0 11 1 3 9 77
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 1 3 44
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 4 402 0 9 26 826
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 0 1 9 139
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 2 7 47
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 0 3 11 30
Testing for Extreme Volatility Transmission with Realized Volatility Measures 0 0 1 156 1 3 11 250
Testing for Granger Non-causality in Heterogeneous Panels 3 5 16 1,702 7 15 58 4,160
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 1 6 23 247
Testing interval forecasts: a GMM-based approach 0 0 0 219 1 3 10 525
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 1 4 15 94
Total Working Papers 3 11 39 4,080 18 126 445 10,204

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 2 16 219
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 1 2 3 57 3 11 30 263
Currency crisis early warning systems: Why they should be dynamic 0 0 3 73 1 1 7 184
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 2 4 9 312 3 12 30 700
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 3 4 15 75 19 50 156 425
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 0 5 12 59
Testing for Granger non-causality in heterogeneous panels 8 14 56 1,208 21 61 282 4,066
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 0 1 7 117 0 5 26 494
Total Journal Articles 14 25 93 1,871 48 147 559 6,410

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Statistics updated 2026-06-04