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Search: person:"Dumitrescu, Elena-Ivona"
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Dumitrescu, Elena-Ivona
15
Hurlin, Christophe
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Candelon, Bertrand
5
Banulescu, Georgiana-Denisa
2
Madkour, Jaouad
2
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Dumitrescu, Elena‐Ivona
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ECONIS (ZBW)
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How should parameter estimation be tailored to the objective?
Hansen, Peter Reinhard
;
Dumitrescu, Elena-Ivona
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 535-558
Persistent link: https://www.econbiz.de/10013464115
Saved in:
2
Do high-frequency-based measures improve conditional covariance forecasts?
Banulescu-Radu, Denisa
;
Dumitrescu, Elena-Ivona
- In:
Financial mathematics, volatility and covariance modelling
,
(pp. 261-285)
.
2019
Persistent link: https://www.econbiz.de/10012249141
Saved in:
3
Which are the SIFIs? : a component expected shortfall approach to systemic risk
Banulescu, Georgiana-Denisa
;
Dumitrescu, Elena-Ivona
- In:
Journal of banking & finance
50
(
2015
),
pp. 575-588
Persistent link: https://www.econbiz.de/10010510183
Saved in:
4
Currency crisis early warning systems : why they should be dynamic
Candelon, Bertrand
;
Dumitrescu, Elena-Ivona
;
Hurlin, …
- In:
International journal of forecasting
30
(
2014
)
4
,
pp. 1016-1029
Persistent link: https://www.econbiz.de/10010517771
Saved in:
5
Commodity prices and exchange rate volatility : lessons from South Africa's capital account liberalization
Arezki, Rabah
;
Dumitrescu, Elena-Ivona
;
Freytag, Andreas
; …
- In:
Emerging markets review
19
(
2014
),
pp. 96-105
Persistent link: https://www.econbiz.de/10010418049
Saved in:
6
Testing interval forecasts : a GMM-based approach
Dumitrescu, Elena-Ivona
;
Hurlin, Christophe
;
Madkour, Jaouad
- In:
Journal of forecasting
32
(
2013
)
2
,
pp. 97-110
Persistent link: https://www.econbiz.de/10009758695
Saved in:
7
Multivariate dynamic probit models : an application to financial crises mutation
Candelon, Bertrand
;
Dumitrescu, Elena-Ivona
;
Hurlin, …
- In:
VAR models in macroeconomics - new developments and …
,
(pp. 395-427)
.
2013
Persistent link: https://www.econbiz.de/10010252316
Saved in:
8
Testing for Granger non-causality in heterogeneous panels
Dumitrescu, Elena-Ivona
;
Hurlin, Christophe
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1450-1460
Persistent link: https://www.econbiz.de/10009667324
Saved in:
9
Backtesting value-at-risk : from dynamic quantile to dynamic binary tests
Dumitrescu, Elena-Ivona
;
Hurlin, Christophe
;
Pham, Vinson
- In:
Finance : revue de l'Association Française de Finance
33
(
2012
)
1
,
pp. 79-112
Persistent link: https://www.econbiz.de/10009656842
Saved in:
10
How to evaluate an early-warning system : toward a unified statistical framework for assessing financial crises forecasting methods
Candelon, Bertrand
;
Dumitrescu, Elena-Ivona
;
Hurlin, …
- In:
IMF economic review
60
(
2012
)
1
,
pp. 75-113
Persistent link: https://www.econbiz.de/10009517799
Saved in:
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