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 6 185 2 2 20 591
Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data 0 0 0 29 0 1 7 49
Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes 0 0 0 172 0 1 4 755
Surfing through the GFC: systemic risk in Australia 0 0 2 32 0 0 3 86
Total Working Papers 0 0 8 418 2 4 34 1,481


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 0 233 0 0 4 652
Bivariate Volatility Modeling with High-Frequency Data 0 0 1 9 0 0 1 38
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 1 252
Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data 1 1 2 180 1 2 4 496
Testing for mutually exciting jumps and financial flights in high frequency data 1 1 2 15 1 1 7 97
Total Journal Articles 2 2 5 574 2 3 17 1,779


Statistics updated 2025-02-05