Projects per year
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Dive into the research topics where Maria Pacurar is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
Projects
- 1 Finished
-
Elucidating synapse-specific defects underlying autism
Mann, J. J. J. (PI), Martin, A. (PI) & Pacurar, M. (PI)
Social Sciences and Humanities Research Council of Canada
1/1/08 → 12/31/17
Project: Research project
Research output
- 6 Article
-
Factor Investing and Risk Management: Is Smart-Beta Diversification Smart?
Nazaire, G., Pacurar, M. & Sy, O., Jul 2021, In: Finance Research Letters. 41, 101854.Research output: Contribution to journal › Article › peer-review
7 Citations (Scopus) -
Betas versus characteristics: A practical perspective
Nazaire, G., Pacurar, M. & Sy, O., Nov 1 2020, In: European Financial Management. 26, 5, p. 1385-1413 29 p.Research output: Contribution to journal › Article › peer-review
5 Citations (Scopus) -
Liquidity-adjusted Intraday Value at Risk modeling and risk management: An application to data from Deutsche Börse
Dionne, G., Pacurar, M. & Zhou, X., Oct 1 2015, In: Journal of Banking and Finance. 59, p. 202-219 18 p.Research output: Contribution to journal › Article › peer-review
10 Citations (Scopus) -
Intraday Value at Risk (IVaR) using tick-by-tick data with application to the Toronto Stock Exchange
Dionne, G., Duchesne, P. & Pacurar, M., Dec 2009, In: Journal of Empirical Finance. 16, 5, p. 777-792 16 p.Research output: Contribution to journal › Article › peer-review
51 Citations (Scopus) -
Autoregressive conditional duration models in finance: A survey of the theoretical and empirical literature
Pacurar, M., 2008, In: Journal of Economic Surveys. 22, 4, p. 711-751 41 p.Research output: Contribution to journal › Article › peer-review
113 Citations (Scopus)