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 2 43 0 2 21 119
Bootstrapping tests for jumps with an application to test averaging 0 0 1 30 0 0 7 69
Forecasting the Realized Variance in the Presence of Intraday Periodicity 0 0 0 40 1 4 24 119
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 0 0 13 70
Measuring the cost of equity of euro area banks 0 0 3 48 3 5 30 213
Quantifying the transmission of European sovereign default risk 0 0 0 17 0 0 5 50
Total Working Papers 0 0 6 198 4 11 100 640


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 0 1 10 135
Total Journal Articles 0 0 0 39 0 1 10 135


Statistics updated 2026-09-10