ANA-MARIA H. DUMITRU : Citation Profile


Are you ANA-MARIA H. DUMITRU?

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.
   Cites by year: 8
   Journals where ANA-MARIA H. DUMITRU has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 2 (2.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu333
   Updated: 2024-01-16    RAS profile: 2019-03-18    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


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:

Sévi, Benoît (6)

Forbes, Catherine (6)

Yao, Wenying (6)

Caporin, Massimiliano (4)

Hanousek, Jan (3)

Ielpo, Florian (3)

Novotny, Jan (2)

Zarraga, Ainhoa (2)

Kočenda, Evžen (2)

AROURI, Mohamed (2)

Sheng, Xuguang Simon (2)

Cites to:

Andersen, Torben (16)

Bollerslev, Tim (15)

Corsi, Fulvio (8)

Singleton, Kenneth (7)

pan, jun (7)

Boudt, Kris (7)

Renò, Roberto (6)

Renault, Eric (6)

Diebold, Francis (5)

Ait-Sahalia, Yacine (4)

Pirino, Davide (4)

Main data


Where ANA-MARIA H. DUMITRU has published?


Working Papers Series with more than one paper published# docs
EconStor Preprints / ZBW - Leibniz Information Centre for Economics3

Recent works citing ANA-MARIA H. DUMITRU (2024 and 2023)


YearTitle of citing document
2023Detecting 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

Works by ANA-MARIA H. DUMITRU:


YearTitleTypeCited
2013Bootstrapping tests for jumps with an application to test averaging In: School of Economics Discussion Papers.
[Full Text][Citation analysis]
paper0
2011Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article62
2017A Hawkes model of the transmission of European sovereign default risk In: EconStor Conference Papers.
[Full Text][Citation analysis]
paper0
2016Jumps and Information Asymmetry in the US Treasury Market In: EconStor Preprints.
[Full Text][Citation analysis]
paper2
2019Forecasting the Realized Variance in the Presence of Intraday Periodicity In: EconStor Preprints.
[Full Text][Citation analysis]
paper1
2019Quantifying the transmission of European sovereign default risk In: EconStor Preprints.
[Full Text][Citation analysis]
paper1

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team