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 0 185 1 1 8 602
Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data 0 0 1 30 0 1 13 63
Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes 0 0 0 174 0 0 15 777
Surfing through the GFC: systemic risk in Australia 0 0 0 32 0 0 20 109
Total Working Papers 0 0 1 421 1 2 56 1,551


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 0 234 0 1 18 679
Bivariate Volatility Modeling with High-Frequency Data 0 0 0 9 0 1 7 47
Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data 0 0 0 55 1 4 22 266
Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models 0 0 0 82 0 0 20 272
Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data 0 0 0 180 1 2 14 512
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 1 16 0 0 11 111
Total Journal Articles 0 0 1 576 2 8 92 1,887


Statistics updated 2026-10-11