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 0 1 2 98
Bootstrapping tests for jumps with an application to test averaging 0 0 0 29 0 0 4 62
Forecasting the Realized Variance in the Presence of Intraday Periodicity 0 0 0 40 0 1 3 95
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 1 1 4 57
Measuring the cost of equity of euro area banks 0 0 4 45 3 6 20 182
Quantifying the transmission of European sovereign default risk 0 0 0 17 1 1 1 45
Total Working Papers 0 0 4 192 5 10 34 539


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 1 39 0 1 4 124
Total Journal Articles 0 0 1 39 0 1 4 124


Statistics updated 2025-08-05