ANA-MARIA H. DUMITRU
Names
| first: |
ANA-MARIA |
| middle: |
H. |
| last: |
DUMITRU |
Identifer
Contact
Affiliations
-
University of Surrey
/ School of Economics
Research profile
author of:
- Measuring the cost of equity of euro area banks (RePEc:ecb:ecbops:2021254)
by Altavilla, Carlo & Bochmann, Paul & De Ryck, Jeroen & Dumitru, Ana-Maria & Grodzicki, Maciej & Kick, Heinrich & Fernandes, Cecilia Melo & Mosthaf, Jonas & O’Donnell, Charles & Palligkinis, Spyros - Bootstrapping tests for jumps with an application to test averaging (RePEc:sur:surrec:0113)
by Ana-Maria Dumitru - Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests (RePEc:taf:jnlbes:v:30:y:2011:i:2:p:242-255)
by Ana-Maria Dumitru & Giovanni Urga - A Hawkes model of the transmission of European sovereign default risk (RePEc:zbw:esconf:168431)
by Dumitru, Ana-Maria & Holden, Tom - Jumps and Information Asymmetry in the US Treasury Market (RePEc:zbw:esprep:130148)
by Dumitru, Ana-Maria & Urga, Giovanni - Forecasting the Realized Variance in the Presence of Intraday Periodicity (RePEc:zbw:esprep:193631)
by Dumitru, Ana-Maria & Hizmeri, Rodrigo & Izzeldin, Marwan - Quantifying the transmission of European sovereign default risk (RePEc:zbw:esprep:193632)
by Dumitru, Ana-Maria & Holden, Thomas