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Details about Ana-Maria H. Dumitru

Homepage:http://sites.google.com/site/anamariahdumitru/
Phone:+44/1483 68 6958
Postal address:School of Economics University of Surrey Guildford, UK GU2 7XH
Workplace:School of Economics, University of Surrey, (more information at EDIRC)

Access statistics for papers by Ana-Maria H. Dumitru.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pdu333

Jump to Journal Articles

Working Papers

2021

  1. Measuring the cost of equity of euro area banks
    Occasional Paper Series, European Central Bank Downloads View citations (10)

2019

  1. Forecasting the Realized Variance in the Presence of Intraday Periodicity
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads View citations (1)
  2. Quantifying the transmission of European sovereign default risk
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads View citations (1)

2017

  1. A Hawkes model of the transmission of European sovereign default risk
    EconStor Conference Papers, ZBW - Leibniz Information Centre for Economics Downloads

2016

  1. Jumps and Information Asymmetry in the US Treasury Market
    EconStor Preprints, ZBW - Leibniz Information Centre for Economics Downloads View citations (2)

2013

  1. Bootstrapping tests for jumps with an application to test averaging
    School of Economics Discussion Papers, School of Economics, University of Surrey Downloads

Journal Articles

2011

  1. Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests
    Journal of Business & Economic Statistics, 2011, 30, (2), 242-255 Downloads View citations (60)
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