Identifying jumps in financial assets: A comparison between nonparametric jump tests AM Dumitru, G Urga Journal of Business & Economic Statistics 30 (2), 242-255, 2012 | 157 | 2012 |
Measuring the cost of equity of euro area banks C Altavilla, P Bochmann, JD Ryck, AM Dumitru, M Grodzicki, H Kick, ... ECB Occasional Paper, 2021 | 26 | 2021 |
Jumps and information asymmetry in the US Treasury market AMH Dumitru, G Urga Available at SSRN 2759360, 2016 | 8 | 2016 |
Identifying jumps in financial assets: a comparison between nonparametric jump tests [extended version] AMH Dumitru, G Urga Journal of Business and Economic Statistics, Forthcoming, 2011 | 5 | 2011 |
Forecasting the realized variance in the presence of intraday periodicity AMH Dumitru, R Hizmeri, M Izzeldin Available at SSRN 3393464, 2021 | 2 | 2021 |
Modelling and testing for jumps in the prices of financial assets AM Dimitru Università degli studi di Bergamo, 2010 | 2 | 2010 |
Market credit risk in Europe AMH Dumitru, T Holden Available at SSRN 2943463, 2017 | 1 | 2017 |
Quantifying the transmission of European sovereign default risk AM Dumitru, T Holden Kiel, Hamburg: ZBW–Leibniz Information Centre for Economics, 2019 | | 2019 |
The human potential and its role in business development AM Dumitru Annals of Spiru Haret University. Economic Series 17 (4), 47-58, 2017 | | 2017 |
A Hawkes model of the transmission of European sovereign default risk AM Dumitru, T Holden Kiel, Hamburg: ZBW-Leibniz Information Centre for Economics, 2017 | | 2017 |
Bootstrap methods for the realized bipower variation and for jump testing AMH Dumitru Available at SSRN 2201083, 2014 | | 2014 |
Bootstrapping tests for jumps with an application to test averaging AM Dumitru School of Economics Discussion Papers, 2013 | | 2013 |
Averaging tests for jumps AM Dumitru | | 2012 |
Purchasing Power Parity in Transition Economies: Domestic Currency Against the Euro D LAZĂR, AM DUMITRU | | |