Georgiana Denisa Banulescu

University of Orléans and Maastricht University

France

GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model

Studies in Nonlinear Dynamics and Econometrics (1998)

Ghysels Eric and Jasiak Joanna

2013-10-09

Matlab

753

238

174

High-Frequency Risk Measures

Working Paper (2013)

Hurlin Christophe, Colletaz Gilbert, Tokpavi Sessi, and Banulescu Denisa

Which Are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk

Journal of Banking and Finance (2015)

Dumitrescu Elena-Ivona and Banulescu Denisa