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 1 2 43 1 4 21 119
Bootstrapping tests for jumps with an application to test averaging 0 1 1 30 0 1 7 69
Forecasting the Realized Variance in the Presence of Intraday Periodicity 0 0 0 40 1 4 23 118
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 0 1 13 70
Measuring the cost of equity of euro area banks 0 0 3 48 1 3 28 210
Quantifying the transmission of European sovereign default risk 0 0 0 17 0 0 5 50
Total Working Papers 0 2 6 198 3 13 97 636


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 2 11 135
Total Journal Articles 0 0 0 39 1 2 11 135


Statistics updated 2026-08-07