Elena Dumitrescu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Assessing volatility persistence in fractional Heston models with self-exciting jumps
Econometric Reviews
2025-05-09Paper
How should parameter estimation be tailored to the objective?
Journal of Econometrics
2022-09-14Paper
Machine learning for credit scoring: improving logistic regression with non-linear decision-tree effects
European Journal of Operational Research
2021-12-13Paper
Multivariate Dynamic Probit Models: An Application to Financial Crises Mutation
VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims
2020-07-10Paper
Testing interval forecasts: a GMM-based approach
Journal of Forecasting
2018-10-11Paper
scientific article; zbMATH DE number 3941246 (Why is no real title available?)1985-01-01Paper
scientific article; zbMATH DE number 3194693 (Why is no real title available?)1963-01-01Paper
scientific article; zbMATH DE number 3241578 (Why is no real title available?)1960-01-01Paper


Research outcomes over time


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