Details about Marius Acatrinei

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Workplace:	Institutul de Prognoza Economica (Institute for Economic Forecasting), Institutul National de Cercetari Economice (INCE) (National Institute of Economic Research), Academia Romana (Romanian Academy), (more information at EDIRC)

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Short-id: pac86

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Journal Articles

2015

A COPULA-GARCH MODEL FOR A PROXY PORTFOLIO FOR BET-FI INDEX
Studii Financiare (Financial Studies), 2015, 19, (2), 8-16
Individual contributions to portfolio risk: risk decomposition for the BET-FI index
Computational Methods in Social Sciences (CMSS), 2015, 3, (1), 75-80
Volatility spillover across energy indices of the stock markets
Romanian Statistical Review, 2015, 63, (2), 5-13 View citations (1)

2014

Influence of the EU Accession Process and the Global Crisis on the CEE Stock Markets: A Multivariate Correlation Analysis
Journal for Economic Forecasting, 2014, (2), 35-52 View citations (5)

2013

A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania
Journal for Economic Forecasting, 2013, (1), 136-148 View citations (6)

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