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 1 2 2 43 2 8 19 117
Bootstrapping tests for jumps with an application to test averaging 1 1 1 30 1 5 7 69
Forecasting the Realized Variance in the Presence of Intraday Periodicity 0 0 0 40 1 5 20 115
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 1 2 14 70
Measuring the cost of equity of euro area banks 0 1 3 48 1 5 31 208
Quantifying the transmission of European sovereign default risk 0 0 0 17 0 2 6 50
Total Working Papers 2 4 6 198 6 27 97 629


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 4 11 134
Total Journal Articles 0 0 0 39 1 4 11 134


Statistics updated 2026-06-04