| Assessing volatility forecasting models: why GARCH models take the lead M Matei Romanian Journal of Economic Forecasting 4 (1), 42-65, 2009 | 90 | 2009 |
| Testing for mutually exciting jumps and financial flights in high frequency data M Dungey, D Erdemlioglu, M Matei, X Yang Journal of Econometrics 202 (1), 18-44, 2018 | 34* | 2018 |
| Surfing through the GFC: Systemic risk in Australia M Dungey, M Matei, M Luciani, D Veredas Economic Record 93 (300), 1-19, 2017 | 26 | 2017 |
| Price volatility forecast for agricultural commodity futures: The role of high frequency data W Huang, Z Huang, M Matei, T Wang University Of Tasmania, 2012 | 21 | 2012 |
| Volatility during the financial crisis through the lens of high frequency data: A realized GARCH approach D Banulescu Radu, PR Hansen, Z Huang, M Matei Peter Reinhard and Huang, Zhuo and Matei, Marius, Volatility During the …, 2018 | 13 | 2018 |
| Volatility during the financial crisis through the lens of high frequency data: a realized GARCH approach GD Banulescu, PR Hansen, Z Huang, M Matei Unpublished paper, 2014 | 11 | 2014 |
| Bivariate volatility modeling with high-frequency data M Matei, X Rovira, N Agell Econometrics 7 (3), 41, 2019 | 8 | 2019 |
| Examining stress in Asian currencies: A perspective offered by high frequency financial market data M Dungey, M Matei, S Treepongkaruna Journal of International Financial Markets, Institutions and Money 67, 101200, 2020 | 6 | 2020 |
| Identifying periods of financial stress in asian currencies: the role of high frequency financial market data M Dungey, M Matei, S Treepongkaruna University Of Tasmania, 2014 | 6 | 2014 |
| Perspectives on risk measurement: a critical assessment of PC-GARCH against the main volatility forecasting models M Matei Romanian Journal of Economic Forecasting 15 (1), 95, 2012 | 3 | 2012 |
| Non-Linear volatility modeling of economic and financial time series using high frequency data M Matei Romanian Journal of Economic Forecasting 2, 2011, 2011 | 3 | 2011 |
| Risk analysis in the evaluation of the international investment opportunities. Advances in modelling and forecasting volatility for risk assessment purposes M Matei Working Papers of Institute for Economic Forecasting, 2010 | 2 | 2010 |
| A Contribution to Multivariate Volatility Modeling with High Frequency Data M Matei Universitat Ramon Llull, 2012 | 1 | 2012 |
| A Contribution to Multivariate Volatility Modeling with High Frequency Data M Marius Universitat Ramon Llull, 2012 | 1 | 2012 |
| Modelling and measuring jumps in high frequency data M Matei University Of Tasmania, 2016 | | 2016 |
| Identifying Periods of Financial Stress: The Role of High Frequency Financial Market Data! M Dungey, M Matei, S Treepongkaruna | | 2013 |
| Analiza riscului în evaluarea oportunitatilor internationale de investitii. Perspective în modelarea si previzionarea volatilitatii utilizate în estimarea riscului M Matei Working Papers of Macroeconomic Modelling Seminar, 2009 | | 2009 |
| Discussion of:” Volatility During the Financial Crisis Through the Lens of High Frequency Data: A Realized GARCH Approach” D Banulescu-Radu, P Hansen, Z Huang, M Matei | | |
Mardi DungeyProfessor Economics and Finance, University of TasmaniaVerified email at utas.edu.au
