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 | 1 | 3 | 19 | 592 |
| Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data | 0 | 0 | 0 | 29 | 0 | 0 | 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 | 5 | 756 |
| Surfing through the GFC: systemic risk in Australia | 0 | 0 | 2 | 32 | 0 | 1 | 4 | 87 |
| Total Working Papers | 0 | 0 | 8 | 418 | 1 | 5 | 35 | 1,484 |
| 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 | 1 | 1 | 1 | 234 | 2 | 2 | 5 | 654 |
| Bivariate Volatility Modeling with High-Frequency Data | 0 | 0 | 1 | 9 | 1 | 1 | 2 | 39 |
| 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 | 0 | 1 | 2 | 180 | 0 | 1 | 4 | 496 |
| Testing for mutually exciting jumps and financial flights in high frequency data | 0 | 1 | 2 | 15 | 0 | 2 | 8 | 98 |
| Total Journal Articles | 1 | 3 | 6 | 575 | 3 | 6 | 20 | 1,783 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail