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 4 6 7 104
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 5 9 101
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 6 6 10 63
Measuring the cost of equity of euro area banks 0 1 3 46 8 13 26 197
Quantifying the transmission of European sovereign default risk 0 0 0 17 0 1 2 46
Total Working Papers 0 1 3 193 20 31 57 573


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 6 128
Total Journal Articles 0 0 0 39 1 3 6 128


Statistics updated 2026-01-09