Access Statistics for Marius Matei

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
Analiza riscului în evaluarea oportunitatilor internationale de investitii. Perspective în modelarea si previzionarea volatilitatii utilizate în estimarea riscului 0 0 1 185 1 2 11 594
Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data 0 0 0 29 0 0 6 49
Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes 0 2 2 174 0 4 7 760
Surfing through the GFC: systemic risk in Australia 0 0 1 32 0 0 3 87
Total Working Papers 0 2 4 420 1 6 27 1,490


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead 0 0 1 234 0 3 7 657
Bivariate Volatility Modeling with High-Frequency Data 0 0 0 9 0 1 2 40
Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data 0 0 0 55 0 0 0 244
Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models 0 0 0 82 0 0 0 252
Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data 0 0 1 180 0 1 3 497
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 1 15 0 0 6 98
Total Journal Articles 0 0 3 575 0 5 18 1,788


Statistics updated 2025-07-04