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Ana-Maria H. Dumitru
Ana-Maria H. Dumitru
Lecturer in Economics, University of Surrey
Verified email at surrey.ac.uk - Homepage
Title
Cited by
Cited by
Year
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
1572012
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
262021
Jumps and information asymmetry in the US Treasury market
AMH Dumitru, G Urga
Available at SSRN 2759360, 2016
82016
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
52011
Forecasting the realized variance in the presence of intraday periodicity
AMH Dumitru, R Hizmeri, M Izzeldin
Available at SSRN 3393464, 2021
22021
Modelling and testing for jumps in the prices of financial assets
AM Dimitru
Università degli studi di Bergamo, 2010
22010
Market credit risk in Europe
AMH Dumitru, T Holden
Available at SSRN 2943463, 2017
12017
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
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Articles 1–14