2
H index
1
i10 index
66
Citations
University of Surrey | 2 H index 1 i10 index 66 Citations RESEARCH PRODUCTION: 1 Articles 5 Papers RESEARCH ACTIVITY: 8 years (2011 - 2019). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pdu333 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with ANA-MARIA H. DUMITRU. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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EconStor Preprints / ZBW - Leibniz Information Centre for Economics | 3 |
Year | Title of citing document |
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2023 | Detecting jumps amidst prevalent zero returns: Evidence from the U.S. Treasury securities. (2023). Park, Jeayoung ; Huh, Sahn-Wook ; Han, Seung-Oh. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:276-307. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2013 | Bootstrapping tests for jumps with an application to test averaging In: School of Economics Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 62 |
2017 | A Hawkes model of the transmission of European sovereign default risk In: EconStor Conference Papers. [Full Text][Citation analysis] | paper | 0 |
2016 | Jumps and Information Asymmetry in the US Treasury Market In: EconStor Preprints. [Full Text][Citation analysis] | paper | 2 |
2019 | Forecasting the Realized Variance in the Presence of Intraday Periodicity In: EconStor Preprints. [Full Text][Citation analysis] | paper | 1 |
2019 | Quantifying the transmission of European sovereign default risk In: EconStor Preprints. [Full Text][Citation analysis] | paper | 1 |
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