Denisa Banulescu

Four essays in financial econometrics

Denisa Banulescu, 2014 .

Do We Need Intra-Daily Data to Forecast Daily Volatility ?

B. Candelon, Christophe Hurlin, Denisa Banulescu, 2012 .

High-Frequency Risk Measures

Christophe Hurlin, Sessi Tokpavi, Gilbert Colletaz, 2013 .

Forecasting High‐Frequency Risk Measures

Christophe Hurlin, S. Tokpavi, Gilbert Colletaz, 2016 .