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 1 1 2 98
Bootstrapping tests for jumps with an application to test averaging 0 0 0 29 0 1 4 62
Forecasting the Realized Variance in the Presence of Intraday Periodicity 0 0 0 40 1 1 3 95
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 0 1 3 56
Measuring the cost of equity of euro area banks 0 1 4 45 1 4 16 177
Quantifying the transmission of European sovereign default risk 0 0 0 17 0 0 0 44
Total Working Papers 0 1 4 192 3 8 28 532


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 3 39 0 0 5 123
Total Journal Articles 0 0 3 39 0 0 5 123


Statistics updated 2025-06-06