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 4 64
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 258 0 1 7 603
Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests 0 0 0 0 0 0 0 32
Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization 0 0 0 0 0 0 1 21
Currency Crises Early Warning Systems: Why They Should Be Dynamic 0 0 0 0 0 0 1 35
Currency Crises Early Warning Systems: why they should be Dynamic 0 1 4 34 0 1 5 96
Currency crises early warning systems: why they should be dynamic 0 2 3 325 0 3 5 715
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 0 0 0 0 2
Do High-frequency-based Measures Improve Conditional Covariance Forecasts? 0 0 0 4 0 0 2 50
How Should Parameter Estimation Be Tailored to the Objective? 0 0 0 0 0 0 1 11
How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 0 0 0 0 0 0 5 66
How to evaluate an Early Warning System ? 0 0 1 430 0 0 5 779
How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods 0 0 0 182 0 0 2 385
Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems 0 0 0 46 0 0 2 112
Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects 0 0 2 65 1 4 18 167
Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds 1 1 3 131 2 7 18 257
Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds 0 1 2 38 2 5 13 112
Modelling Financial Crises Mutation 0 0 0 11 0 0 2 68
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 2 2 3 400 3 4 8 803
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation 0 0 0 0 0 0 0 41
Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems 0 0 0 54 1 1 1 131
Testing Interval Forecasts: A New GMM-based Test 0 0 0 2 0 0 0 40
Testing Interval Forecasts: a GMM-Based Approach 0 0 0 0 1 1 1 20
Testing for Extreme Volatility Transmission with Realized Volatility Measures 1 1 2 156 2 2 4 241
Testing for Granger Non-causality in Heterogeneous Panels 0 2 13 1,686 5 10 48 4,107
Testing for Granger Non-causality in Heterogeneous Panels 0 0 0 0 2 3 18 226
Testing interval forecasts: a GMM-based approach 0 0 1 219 1 3 37 516
Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk 0 0 0 0 1 1 1 80
Total Working Papers 4 10 34 4,045 21 46 209 9,780

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 0 4 203
Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization 0 0 3 54 1 2 11 234
Currency crisis early warning systems: Why they should be dynamic 0 0 7 70 0 1 14 177
How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods 2 2 6 305 3 4 17 673
Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects 1 2 9 61 4 12 64 273
Testing Interval Forecasts: A GMM‐Based Approach 0 0 0 0 1 1 2 48
Testing for Granger non-causality in heterogeneous panels 7 17 78 1,159 25 62 270 3,809
Which are the SIFIs? A Component Expected Shortfall approach to systemic risk 1 1 2 111 1 2 14 469
Total Journal Articles 11 22 105 1,789 35 84 396 5,886

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

Statistics updated 2025-07-04