ANA-MARIA H. DUMITRU : Citation Profile

Are you ANA-MARIA H. DUMITRU?

University of Surrey

2

H index

2

i10 index

76

Citations

RESEARCH PRODUCTION:

1

Articles

6

Papers

RESEARCH ACTIVITY:

   10 years (2011 - 2021). See details.
   Cites by year: 7
   Journals where ANA-MARIA H. DUMITRU has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 2 (2.56 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdu333
   Updated: 2024-11-04    RAS profile: 2024-05-07    
   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:

Yao, Wenying (6)

Forbes, Catherine (6)

Sévi, Benoît (6)

Caporin, Massimiliano (4)

Ielpo, Florian (3)

Hanousek, Jan (3)

AROURI, Mohamed (2)

Sheng, Xuguang Simon (2)

Floros, Christos (2)

Kočenda, Evžen (2)

Zarraga, Ainhoa (2)

Cites to:

Andersen, Torben (16)

Bollerslev, Tim (15)

Corsi, Fulvio (8)

Singleton, Kenneth (7)

pan, jun (7)

Boudt, Kris (7)

Altavilla, Carlo (6)

Renò, Roberto (6)

Renault, Eric (6)

Diebold, Francis (5)

Shephard, Neil (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
2023Understanding the profitability gap between euro area and US global systemically important banks. (2023). Leite, Joo Matos ; di Vito, Luca ; Fuentes, Natalia Martin. In: Occasional Paper Series. RePEc:ecb:ecbops:2023327.

Full description at Econpapers || Download paper

2023Evaluating the impact of dividend restrictions on euro area bank market values. (2023). Schneider, Julius ; Bochmann, Paul ; Andreeva, Desislava. In: Working Paper Series. RePEc:ecb:ecbwps:20232787.

Full description at Econpapers || Download paper

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
2021Measuring the cost of equity of euro area banks In: Occasional Paper Series.
[Full Text][Citation analysis]		paper10
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. Last updated November, 3 2024. Contact: CitEc Team