Access Statistics for Ana-Maria H. Dumitru

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
A Hawkes model of the transmission of European sovereign default risk 0 0 0 41 0 9 12 109
Bootstrapping tests for jumps with an application to test averaging 0 0 0 29 0 2 3 64
Forecasting the Realized Variance in the Presence of Intraday Periodicity 0 0 0 40 2 11 16 110
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 1 11 13 68
Measuring the cost of equity of euro area banks 0 1 3 47 2 14 30 203
Quantifying the transmission of European sovereign default risk 0 0 0 17 0 2 4 48
Total Working Papers 0 1 3 194 5 49 78 602


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests 0 0 0 39 1 3 7 130
Total Journal Articles 0 0 0 39 1 3 7 130


Statistics updated 2026-03-04