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Details about Marius Acatrinei

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Workplace:Institutul de Prognoza Economica (Institute for Economic Forecasting), Institutul National de Cercetari Economice (INCE) (National Institute of Economic Research), Academia Romana (Romanian Academy), (more information at EDIRC)

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Short-id: pac86


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Journal Articles

2015

  1. A COPULA-GARCH MODEL FOR A PROXY PORTFOLIO FOR BET-FI INDEX
    Studii Financiare (Financial Studies), 2015, 19, (2), 8-16 Downloads
  2. Individual contributions to portfolio risk: risk decomposition for the BET-FI index
    Computational Methods in Social Sciences (CMSS), 2015, 3, (1), 75-80 Downloads
  3. Volatility spillover across energy indices of the stock markets
    Romanian Statistical Review, 2015, 63, (2), 5-13 Downloads

2014

  1. Influence of the EU Accession Process and the Global Crisis on the CEE Stock Markets: A Multivariate Correlation Analysis
    Journal for Economic Forecasting, 2014, (2), 35-52 Downloads View citations (2)

2013

  1. A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania
    Journal for Economic Forecasting, 2013, (1), 136-148 Downloads View citations (3)
 
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