Details about Marius Matei
|Postal address:||National Bank of Romania, Financial Stability Department, Systemic Risk Monitoring Division, Strada Lipscani nr. 25, sector 3, Bucharest, 030031, Romania|
|Workplace:||Centrul de Modelare Macroeconomica (Centre for Macroeconomic Modelling), Institutul National de Cercetari Economice (INCE) (National Institute of Economic Research), Academia Romana (Romanian Academy), (more information at EDIRC)|
Banca Nationala a Romaniei (National Bank of Romania), (more information at EDIRC)
Department of Economics, Faculty of Business and Economics, Macquarie University, (more information at EDIRC)
Access statistics for papers by Marius Matei.
Last updated 2019-11-28. Update your information in the RePEc Author Service.
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- Surfing through the GFC: systemic risk in Australia
Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (7)
- Identifying periods of financial stress in Asian currencies: the role of high frequency financial market data
Working Papers, University of Tasmania, Tasmanian School of Business and Economics View citations (2)
- Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes
Working Papers of Institute for Economic Forecasting, Institute for Economic Forecasting
- Analiza riscului în evaluarea oportunitatilor internationale de investitii. Perspective în modelarea si previzionarea volatilitatii utilizate în estimarea riscului
Working Papers of Macroeconomic Modelling Seminar, Institute for Economic Forecasting
- Bivariate Volatility Modeling with High-Frequency Data
Econometrics, 2019, 7, (3), 1-15
- Testing for mutually exciting jumps and financial flights in high frequency data
Journal of Econometrics, 2018, 202, (1), 18-44 View citations (4)
- Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models
Journal for Economic Forecasting, 2012, (1), 95-115 View citations (1)
- Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data
Journal for Economic Forecasting, 2012, (4), 83-103
- Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data
Journal for Economic Forecasting, 2011, (2), 116-141
- Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead
Journal for Economic Forecasting, 2009, (4), 42-65 View citations (9)
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