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 0 1 98
Bootstrapping tests for jumps with an application to test averaging 0 0 0 29 0 0 3 62
Forecasting the Realized Variance in the Presence of Intraday Periodicity 0 0 0 40 2 3 6 98
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 0 0 4 57
Measuring the cost of equity of euro area banks 1 1 3 46 2 4 16 186
Quantifying the transmission of European sovereign default risk 0 0 0 17 1 1 2 46
Total Working Papers 1 1 3 193 5 8 32 547


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 1 39 1 2 5 126
Total Journal Articles 0 0 1 39 1 2 5 126


Statistics updated 2025-11-08