Ana-Maria Dumitru

Dr Ana-Maria Dumitru


Lecturer in Financial Econometrics

Biography

Biography

Ana-Maria Dumitru received both her undergraduate degree in Economics in 2003 and MSc in Quantitative Finance in 2004 from the “Babeş-Bolyai” University of Cluj (Romania). She completed her PhD in 2010 at the Università degli Studi di Bergamo (Italy). She then spent a year at Cass Business School (City University of London) as a Post Doctoral Researcher.

Personal website: https://sites.google.com/site/anamariahdumitru/

Research interests

Ana-Maria's research agenda focuses on financial econometrics, with a special interest in the econometric analysis of high frequency data, volatility estimation and tests for jumps in asset prices. She is also interested in econometric theory and simulation based statistical inference.

Teaching

Corporate Finance

Financial Econometrics

Departmental duties

Outreach

Learning & Teaching Support Group Representative

Malthus Dinner

My publications

Publications

1. Dumitru, A.M. and G. Urga (2012) “Identifying jumps in financial assets: a comparison between nonparametric jump tests”, Journal of Business and Economic Statistics, Volume 30, Issue 2, pages 242-255.