Details about Denisa BANULESCU-RADU

Access statistics for papers by Denisa BANULESCU-RADU.

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

Short-id: pba1500

Working Papers

2016

1. Do We Need High Frequency Data to Forecast Variances?
   Post-Print, HAL View citations (5)
   See also Journal Article Do We Need High Frequency Data to Forecast Variances?, Annals of Economics and Statistics, GENES (2016) View citations (2) (2016)

2015

2. Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk
   Post-Print, HAL View citations (64)
   See also Journal Article Which are the SIFIs? A Component Expected Shortfall approach to systemic risk, Journal of Banking & Finance, Elsevier (2015) View citations (54) (2015)

2014

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

2013

4. High-Frequency Risk Measures
   Working Papers, HAL

Journal Articles

2016

1. Do We Need High Frequency Data to Forecast Variances?
   Annals of Economics and Statistics, 2016, (123-124), 135-174 View citations (2)
   See also Working Paper Do We Need High Frequency Data to Forecast Variances?, Post-Print (2016) View citations (5) (2016)
2. Forecasting High‐Frequency Risk Measures
   Journal of Forecasting, 2016, 35, (3), 224-249

2015

3. Which are the SIFIs? A Component Expected Shortfall approach to systemic risk
   Journal of Banking & Finance, 2015, 50, (C), 575-588 View citations (54)
   See also Working Paper Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk, Post-Print (2015) View citations (64) (2015)