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 6 13 110
Bootstrapping tests for jumps with an application to test averaging 0 0 0 29 0 2 2 64
Forecasting the Realized Variance in the Presence of Intraday Periodicity 0 0 0 40 1 10 17 111
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 0 5 13 68
Measuring the cost of equity of euro area banks 1 2 4 48 3 9 33 206
Quantifying the transmission of European sovereign default risk 0 0 0 17 0 2 4 48
Total Working Papers 1 2 4 195 5 34 82 607


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 2 4 9 132
Total Journal Articles 0 0 0 39 2 4 9 132


Statistics updated 2026-04-09