Associate Professor in Economics

University of Orléans

Research Interests : 

  • Fraud Prevention & Detection, Anti-Money Laundering

  • Financial Econometrics, Volatility Modeling, High Frequency Risk Measures, Backtesting, Systemic Risk

Denisa Banulescu-Radu

UPCOMING EVENTS

UPCOMING

CÉRÉMONIE DE LANCEMENT
Initiative de Recherche
« Data science et détection de la fraude en assurance »

le 1er mars 2022

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MY LATEST RESEARCH

Backtesting Marginal Expected Shortfall and Related Systemic Risk Measures

with Hurlin, C., Leymarie, J., Scaillet, O., 2020 in Management Science

Do High-frequency-based Measures Improve Conditional Covariance Forecasts?

with Dumitrescu, E., 2019

in Handbook of Financial Mathematics, Volatility and Covariance Modelling,  Routledge, UK

Prévoir la volatilité d'un actif financier à l'aide d'un modèle  à mélange de fréquences

with  Ferrara, L., Marsilli, C., 2020

in Méthodes de prévision en finance, Economica