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Details about Denisa BANULESCU-RADU

Workplace:Laboratoire d'Économie d'Orléans (LEO) (Orleans Economic Laboratory), Faculté de droit, d'économie et de gestion (Faculty of Law, Economics and Management), Université d'Orléans (University of Orleans), (more information at EDIRC)

Access statistics for papers by Denisa BANULESCU-RADU.

Last updated 2017-05-01. Update your information in the RePEc Author Service.

Short-id: pba1500


Jump to Journal Articles

Working Papers

2016

  1. Do We Need High Frequency Data to Forecast Variances?
    Post-Print, HAL
    See also Journal Article in Annals of Economics and Statistics (2016)

2015

  1. Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk
    Post-Print, HAL View citations (16)
    See also Journal Article in Journal of Banking & Finance (2015)

2014

  1. Do We Need Ultra-High Frequency Data to Forecast Variances?
    Working Papers, HAL Downloads

2013

  1. High-Frequency Risk Measures
    Working Papers, HAL Downloads

Journal Articles

2016

  1. Do We Need High Frequency Data to Forecast Variances?
    Annals of Economics and Statistics, 2016, (123-124), 135-174 Downloads
    See also Working Paper (2016)
  2. Forecasting High‐Frequency Risk Measures
    Journal of Forecasting, 2016, 35, (3), 224-249 Downloads

2015

  1. Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
    Journal of Banking & Finance, 2015, 50, (C), 575-588 Downloads View citations (20)
    See also Working Paper (2015)
 
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