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Marius Matei


This is information that was supplied by Marius Matei in registering through RePEc. If you are Marius Matei , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Marius
Middle Name:
Last Name: Matei

RePEc Short-ID: pma1184

Email: [This author has chosen not to make the email address public]
Postal Address: 38 Davey Place, South Hobart, Tasmania, Australia, 7004
Phone: 00610466484775


School of Economics and Finance
Tasmanian School of Business and Economics
University of Tasmania
Location: Hobart, Australia
Phone: +61 3 6226 7672
Fax: +61 3 6226 7587
Postal: Private Bag 85, Hobart, Tasmania 7001
Handle: RePEc:edi:dutasau (more details at EDIRC)


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Working papers

  1. Matei, Marius, 2010. "Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes," Working Papers of Institute for Economic Forecasting 100201, Institute for Economic Forecasting.
  2. Matei, Marius, 2009. "Analiza riscului în evaluarea oportunitatilor internationale de investitii. Perspective în modelarea si previzionarea volatilitatii utilizate în estimarea riscului," Working Papers of Macroeconomic Modelling Seminar 092101, Institute for Economic Forecasting.


  1. Matei, Marius, 2012. "Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 95-115, March.
  2. Huang, Wen & Huang, Zhuo & Matei, Marius & Wang, Tianyi, 2012. "Price Volatility Forecast for Agricultural Commodity Futures: The Role of High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 83-103, December.
  3. Matei, Marius, 2011. "Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 116-141, June.
  4. Matei, Marius, 2009. "Assessing Volatility Forecasting Models: Why GARCH Models Take the Lead," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 42-65, December.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ORE: Operations Research (1) 2010-03-13. Author is listed
  2. NEP-RMG: Risk Management (1) 2010-03-13. Author is listed


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