Elena Ivona Dumitrescu
Names
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Elena Ivona |
| last: |
Dumitrescu |
Identifer
Contact
Affiliations
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Université Paris-Nanterre (Paris X)
/ EconomiX
Research profile
author of:
- Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests (RePEc:cai:finpug:fina_331_0079)
by Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham - Testing for Extreme Volatility Transmission with Realized Volatility Measures (RePEc:drm:wpaper:2017-20)
by Christophe Boucher & Gilles de Truchis & Elena Dumitrescu & Sessi Tokpavi - Narrow-band Weighted Nonlinear Least Squares Estimation of Unbalanced Cointegration Systems (RePEc:drm:wpaper:2019-14)
by Gilles de Truchis & Elena Ivona Dumitrescu - Local Whittle Analysis of Stationary Unbalanced Fractional Cointegration Systems (RePEc:drm:wpaper:2019-15)
by Gilles de Truchis & Elena Ivona Dumitrescu & Florent Dubois - Testing for Granger non-causality in heterogeneous panels (RePEc:eee:ecmode:v:29:y:2012:i:4:p:1450-1460)
by Dumitrescu, Elena-Ivona & Hurlin, Christophe - Machine learning for credit scoring: Improving logistic regression with non-linear decision-tree effects (RePEc:eee:ejores:v:297:y:2022:i:3:p:1178-1192)
by Dumitrescu, Elena & Hué, Sullivan & Hurlin, Christophe & Tokpavi, Sessi - Commodity prices and exchange rate volatility: Lessons from South Africa's capital account liberalization (RePEc:eee:ememar:v:19:y:2014:i:c:p:96-105)
by Arezki, Rabah & Dumitrescu, Elena & Freytag, Andreas & Quintyn, Marc - Currency crisis early warning systems: Why they should be dynamic (RePEc:eee:intfor:v:30:y:2014:i:4:p:1016-1029)
by Candelon, Bertrand & Dumitrescu, Elena-Ivona & Hurlin, Christophe - Which are the SIFIs? A Component Expected Shortfall approach to systemic risk (RePEc:eee:jbfina:v:50:y:2015:i:c:p:575-588)
by Banulescu, Georgiana-Denisa & Dumitrescu, Elena-Ivona - Testing Interval Forecasts: a GMM-Based Approach (RePEc:hal:journl:hal-01385898)
by Elena Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour - Testing for Granger Non-causality in Heterogeneous Panels (RePEc:hal:journl:hal-01385899)
by Elena Ivona Dumitrescu & Christophe Hurlin - How to Evaluate an Early Warning System? Towards a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods (RePEc:hal:journl:hal-01385900)
by Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin - Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests (RePEc:hal:journl:hal-01385901)
by Elena Ivona Dumitrescu & Christophe Hurlin & Vinson Pham - Commodity Prices and Exchange Rate: Lessons from South Africa's Capital Account Liberalization (RePEc:hal:journl:hal-01385922)
by Rabah Arezki & Elena Ivona Dumitrescu & Andreas Freytag & Marc Quintyn - Which Are the SIFIs? A Component Expected Shortfall Approach to Systemic Risk (RePEc:hal:journl:hal-01385923)
by Georgiana-Denisa Banulescu & Elena Ivona Dumitrescu - Currency Crises Early Warning Systems: Why They Should Be Dynamic (RePEc:hal:journl:hal-01385975)
by Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin - Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (RePEc:hal:journl:hal-01449943)
by Bertrand Candelon & Elena Ivona Dumitrescu & Christophe Hurlin & Franz Palm - How Should Parameter Estimation Be Tailored to the Objective? (RePEc:hal:journl:hal-03331109)
by Elena Ivona Dumitrescu & Peter Hansen - Machine Learning for Credit Scoring: Improving Logistic Regression with Non Linear Decision Tree Effects (RePEc:hal:journl:hal-03331114)
by Elena Ivona Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi - Do High-frequency-based Measures Improve Conditional Covariance Forecasts? (RePEc:hal:journl:hal-03331122)
by Elena Ivona Dumitrescu & Georgiana-Denisa Banulescu - Machine Learning or Econometrics for Credit Scoring: Let's Get the Best of Both Worlds (RePEc:hal:wpaper:hal-02507499)
by Elena Dumitrescu & Sullivan Hué & Christophe Hurlin & Sessi Tokpavi - Testing for Granger Non-causality in Heterogeneous Panels (RePEc:hal:wpaper:halshs-00224434)
by Christophe Hurlin & Elena Dumitrescu - How to evaluate an Early Warning System ? (RePEc:hal:wpaper:halshs-00450050)
by Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin - Testing interval forecasts: a GMM-based approach (RePEc:hal:wpaper:halshs-00618467)
by Elena-Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour - Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation (RePEc:hal:wpaper:halshs-00630036)
by Elena-Ivona Dumitrescu & Bertrand Candelon & Christophe Hurlin & Franz C. Palm - Backtesting Value-at-Risk: From Dynamic Quantile to Dynamic Binary Tests (RePEc:hal:wpaper:halshs-00671658)
by Elena-Ivona Dumitrescu & Christophe Hurlin & Vinson Pham - Modelling Financial Crises Mutation (RePEc:leo:wpaper:1238)
by Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN & Franz C. PALM - Testing Interval Forecasts: A New GMM-based Test (RePEc:leo:wpaper:1549)
by Elena-Ivona DUMITRESCU & Christophe HURLIN & Jaouad MADKOUR - Backesting Value-at-Risk: From DQ (Dynamic Quantile) to DB (Dynamic Binary) Tests (RePEc:leo:wpaper:262)
by Elena-Ivona DUMITRESCU - Do High-frequency-based Measures Improve Conditional Covariance Forecasts? (RePEc:leo:wpaper:2709)
by Denisa BANULESCU-RADU & Elena Ivona DUMITRESCU - Machine Learning or Econometrics for Credit Scoring: Let’s Get the Best of Both Worlds (RePEc:leo:wpaper:2839)
by Elena Ivona DUMITRESCU & Sullivan HUE & Christophe HURLIN & Sessi TOKPAVI - Currency Crises Early Warning Systems: why they should be Dynamic (RePEc:leo:wpaper:399)
by Bertrand Candelon & Elena-Ivona DUMITRESCU & Christophe HURLIN - How to Evaluate an Early-Warning System: Toward a Unified Statistical Framework for Assessing Financial Crises Forecasting Methods (RePEc:pal:imfecr:v:60:y:2012:i:1:p:75-113)
by Bertrand Candelon & Elena-Ivona Dumitrescu & Christophe Hurlin - How to evaluate an early warning system? Towards a united statistical framework for assessing financial crises forecasting methods (RePEc:unm:umamet:2010046)
by Candelon, B. & Dumitrescu, E-I. & Hurlin, C. - Currency crises early warning systems: why they should be dynamic (RePEc:unm:umamet:2010047)
by Candelon, B. & Dumitrescu, E-I. & Hurlin, C. - Testing Interval Forecasts: A GMM‐Based Approach (RePEc:wly:jforec:v:32:y:2013:i:2:p:97-110)
by Elena‐Ivona Dumitrescu & Christophe Hurlin & Jaouad Madkour