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Analiza volatilnosti financijskih tržišta visoko frekventnim podacima
voditelj
Naziv
Akcije
Moćan, Matteo
Bayesova logistička regresija za predviđanje stečaja trgovačkih društava u djelatnosti trgovine na veliko i malo / Arnerić, Josip (mentor);
Zagreb, Ekonomski fakultet, Zagreb, . 2023
Osojnik, Luka
Market predictors of European equity ETF performance / Arnerić, Josip (mentor);
Zagreb, Ekonomski fakultet, Zagreb, . 2023
Paić, Filip
The performance of gold as a safe haven against S&P500 during COVID crisis / Arnerić, Josip (mentor);
Zagreb, Ekonomski fakultet, Zagreb, . 2023
Arnerić ; Josip
ARE JUMPS SOLELY OBSERVED AS RARE AND LARGE DISCONTINUITIES OF THE PRICE PROCESS? // The 14th International Conference: "Challenges of Europe: Design for the Next Generation"
Split, Hrvatska, 19.05.2023-19.06.2023
Arnerić, Josip
CAPTURING TRADING ACTIVITY DYNAMICS BY MULTI- SEASONAL PATTERNS // The 6th Dubrovnik International Economic Meeting (DIEM 2023)
Dubrovnik, Hrvatska, 29.06.2023-01.07.2023
Arnerić, Josip ; Stürmer, Marcela
IDENTIFIKACIJA CJENOVNIH SKOKOVA S POMOĆU PROCJENITELJA INTEGRIRANE VARIJANCE // Ekonomska misao i praksa : časopis Sveučilista u Dubrovniku, 32 (2023), 1; 55-74. doi: 10.17818/EMIP/2023/1.3
Arnerić, Josip; Paić, Filip
The safe haven feature of gold in the recent crisis: Rolling regression approach // Croatian Review of Economic, Business and Social Statistics (CREBSS), 9 (2023), 2; 109-122. doi: 10.62366/crebss.2023.2.003
Stürmer, Marcela
Identifikacija cjenovnih skokova pomoću visokofrekventnih podataka / Arnerić, Josip (mentor);
Zagreb, Ekonomski fakultet, Zagreb, . 2022
Arnerić, Josip ; Šitum, Antoni
PVAR model with collapsed instruments in the real exchange rates misalignment's analysis // Croatian operational research review, 13 (2022), 2; 203-215. doi: 10.17535/crorr.2022.0015
Arnerić, Josip
INTENSITY AND THE SIZE OF PRICE JUMPS // 19th International Conference on Operational Research KOI 2022
Šibenik, Hrvatska, 28.09.2022-30.09.2022