Skip to contents Dumitrescu, Elena [Author] ; Banulescu Radu, Denisa [Other] Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk Books View online Schließen > Access https://ssrn.com/abstract=2165004 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012] Banulescu Radu, Denisa [Author] ; Hansen, Peter Reinhard [Other]; Huang, Zhuo [Other]; Matei, Marius [Other] Volatility During the Financial Crisis Through the Lens of High Frequency Data : A Realized GARCH Approach Books View online Schließen > Access https://ssrn.com/abstract=3178890 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018] Banulescu, Denisa [Author]; Hurlin, Christophe [Author]; Leymarie, Jérémy [Author]; Scaillet, Olivier [Author] Backtesting marginal expected shortfall and related systemic risk measures Books View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, 2019 Published in: Swiss Finance Institute: Research paper series ; 2019,48 Dumitrescu, Elena; Banulescu, Denisa Georgiana A Component Approach to Systemic Risk - Which are the Riskiest Financial Institutions of Them All? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2012 Published in: SSRN Electronic Journal Dumitrescu, Elena; Banulescu, Denisa Georgiana Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2012 Published in: SSRN Electronic Journal Banulescu‐Radu, Denisa; Yankol‐Schalck, Meryem Practical guideline to efficiently detect insurance fraud in the era of machine learning: A household insurance case Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2023 Published in: Journal of Risk and Insurance Banulescu, Georgiana-Denisa; Dumitrescu, Elena-Ivona Which are the SIFIs? A Component Expected Shortfall approach to systemic risk Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: Journal of Banking & Finance Banulescu, Denisa Georgiana; Hurlin, Christophe; Candelon, Bertrand Do We Need Intra-Daily Data to Forecast Daily Volatility? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2012 Published in: SSRN Electronic Journal Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, Jérémy; Scaillet, Olivier Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute for Operations Research and the Management Sciences (INFORMS), 2021 Published in: Management Science Banulescu, Denisa; Hurlin, Christophe; Leymarie, Jeremy; Scaillet, Olivier Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2019 Published in: SSRN Electronic Journal Banulescu, Denisa; Hansen, Peter Reinhard; Huang, Zhuo; Matei, Marius Volatility During the Financial Crisis Through the Lens of High Frequency Data: A Realized GARCH Approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2018 Published in: SSRN Electronic Journal Banulescu, Denisa; Colletaz, Gilbert; Hurlin, Christophe; Tokpavi, Sessi Forecasting High‐Frequency Risk Measures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2016 Published in: Journal of Forecasting
Dumitrescu, Elena [Author] ; Banulescu Radu, Denisa [Other] Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk Books View online Schließen > Access https://ssrn.com/abstract=2165004 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2012]
Banulescu Radu, Denisa [Author] ; Hansen, Peter Reinhard [Other]; Huang, Zhuo [Other]; Matei, Marius [Other] Volatility During the Financial Crisis Through the Lens of High Frequency Data : A Realized GARCH Approach Books View online Schließen > Access https://ssrn.com/abstract=3178890 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2018]
Banulescu, Denisa [Author]; Hurlin, Christophe [Author]; Leymarie, Jérémy [Author]; Scaillet, Olivier [Author] Backtesting marginal expected shortfall and related systemic risk measures Books View online Schließen > Access Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Geneva: Swiss Finance Institute, 2019 Published in: Swiss Finance Institute: Research paper series ; 2019,48
Dumitrescu, Elena; Banulescu, Denisa Georgiana A Component Approach to Systemic Risk - Which are the Riskiest Financial Institutions of Them All? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2012 Published in: SSRN Electronic Journal
Dumitrescu, Elena; Banulescu, Denisa Georgiana Which are the SIFIs? A Component Expected Shortfall (CES) Approach to Systemic Risk Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2012 Published in: SSRN Electronic Journal
Banulescu‐Radu, Denisa; Yankol‐Schalck, Meryem Practical guideline to efficiently detect insurance fraud in the era of machine learning: A household insurance case Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2023 Published in: Journal of Risk and Insurance
Banulescu, Georgiana-Denisa; Dumitrescu, Elena-Ivona Which are the SIFIs? A Component Expected Shortfall approach to systemic risk Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: Journal of Banking & Finance
Banulescu, Denisa Georgiana; Hurlin, Christophe; Candelon, Bertrand Do We Need Intra-Daily Data to Forecast Daily Volatility? Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2012 Published in: SSRN Electronic Journal
Banulescu-Radu, Denisa; Hurlin, Christophe; Leymarie, Jérémy; Scaillet, Olivier Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute for Operations Research and the Management Sciences (INFORMS), 2021 Published in: Management Science
Banulescu, Denisa; Hurlin, Christophe; Leymarie, Jeremy; Scaillet, Olivier Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2019 Published in: SSRN Electronic Journal
Banulescu, Denisa; Hansen, Peter Reinhard; Huang, Zhuo; Matei, Marius Volatility During the Financial Crisis Through the Lens of High Frequency Data: A Realized GARCH Approach Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2018 Published in: SSRN Electronic Journal
Banulescu, Denisa; Colletaz, Gilbert; Hurlin, Christophe; Tokpavi, Sessi Forecasting High‐Frequency Risk Measures Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Wiley, 2016 Published in: Journal of Forecasting
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