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Ana-Maria H. Dumitru

This is information that was supplied by Ana-Maria Dumitru in registering through RePEc. If you are Ana-Maria H. Dumitru, 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:Ana-Maria
Middle Name:H.
Last Name:Dumitru
RePEc Short-ID:pdu333
School of Economics University of Surrey Guildford, UK GU2 7XH
+44/1483 68 6958
Guildford, United Kingdom

: (01483) 259380
(01483) 259548
Guildford, Surrey GU2 5XH
RePEc:edi:desuruk (more details at EDIRC)
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  1. Dumitru, Ana-Maria & Holden, Tom, 2017. "A Hawkes model of the transmission of European sovereign default risk," EconStor Conference Papers 168431, ZBW - German National Library of Economics.
  2. Dumitru, Ana-Maria & Urga, Giovanni, 2016. "Jumps and Information Asymmetry in the US Treasury Market," EconStor Preprints 130148, ZBW - German National Library of Economics.
  3. Ana-Maria Dumitru, 2013. "Bootstrapping tests for jumps with an application to test averaging," School of Economics Discussion Papers 0113, School of Economics, University of Surrey.
  1. Ana-Maria Dumitru & Giovanni Urga, 2011. "Identifying Jumps in Financial Assets: A Comparison Between Nonparametric Jump Tests," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 30(2), pages 242-255, October.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (1) 2013-04-13. Author is listed
  2. NEP-EEC: European Economics (1) 2017-09-24. Author is listed
  3. NEP-ETS: Econometric Time Series (1) 2017-09-24. Author is listed
  4. NEP-MST: Market Microstructure (1) 2016-04-30. Author is listed

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