Gabriela Prelipcean

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The migration issue raises lots of questions regarding the resilience of the EU in front of such large-scale migration. This paper is the introductory part of larger research project that has in view to analyze the EU and some of the national strategic documents in order to detect when and how the migration as a security risk showed up and to clarify if it(More)
Financial markets represent one of the most complex environments for business and there are a lot of types of external factors which impact their dynamics. The recent financial turbulence materialized by the global financial crisis 2008-2009 and the European sovereign debt crisis (2010-2012) made serious pressure on financial markets that proved their(More)
The management of crises caused by terrorist attacks proved an insufficient capacity of the governments to manage extreme risks in most of the recent cases. After the '90s, the philosophy of terrorism changed and it therefore requires immediate governmental intervention. The mega terrorism that occurred on the private insurance markets triggered the loss of(More)
The interest is to model the value loss suffered by assets in the global crisis by considering both the cross section and the time variation. The volatility of assets is given by the variations at risk premium levels. The generalized model is inspired from the common framework for stock, bonds, exchange rates (Cocharane, 1999, Gabaix, 2008) and is equipped(More)
A new metric that quantifies the predictability of financial time series is proposed. Time series predictability provides a measure of how well a time series can be modeled by a particular method, or how well a prediction can be made. This new time series predictability metric is developed based on the Kaboudan η –metric. The new metrics, based on Genetic(More)
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