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 0 1 7 600
Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data 0 1 1 30 2 5 11 60
Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes 0 0 2 174 2 4 20 776
Surfing through the GFC: systemic risk in Australia 0 0 0 32 3 11 21 108
Total Working Papers 0 1 3 421 7 21 59 1,544


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 3 10 21 678
Bivariate Volatility Modeling with High-Frequency Data 0 0 0 9 1 1 6 46
Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data 0 0 0 55 7 9 17 261
Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models 0 0 0 82 5 13 19 271
Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data 0 0 0 180 0 4 10 506
Testing for mutually exciting jumps and financial flights in high frequency data 0 1 1 16 0 4 13 111
Total Journal Articles 0 1 1 576 16 41 86 1,873


Statistics updated 2026-05-06