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 0 1 97
Bootstrapping tests for jumps with an application to test averaging 0 0 0 29 0 2 4 61
Forecasting the Realized Variance in the Presence of Intraday Periodicity 0 0 0 40 0 2 2 94
Jumps and Information Asymmetry in the US Treasury Market 0 0 0 20 0 2 2 55
Measuring the cost of equity of euro area banks 1 1 5 44 2 2 18 173
Quantifying the transmission of European sovereign default risk 0 0 0 17 0 0 1 44
Total Working Papers 1 1 5 191 2 8 28 524


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 7 39 1 1 11 123
Total Journal Articles 0 0 7 39 1 1 11 123


Statistics updated 2025-03-03