Zobrazeno 1 - 10
of 143
pro vyhledávání: '"Arnerić, Josip"'
Autor:
Arnerić, Josip, Čuljak, Maria
Publikováno v:
EKONOMSKI VJESNIK / ECONVIEWS : REVIEW OF CONTEMPORARY BUSINESS, ENTREPRENEURSHIP AND ECONOMIC ISSUES. 34(1):131-144
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=961938
Autor:
Arnerić Josip
Publikováno v:
Croatian Review of Economic, Business and Social Statistics, Vol 6, Iss 1, Pp 1-9 (2020)
Availability of high-frequency data, in line with IT developments, enables the use of Availability of high-frequency data, in line with IT developments, enables the use of more information to estimate not only the variance (volatility), but also high
Externí odkaz:
https://doaj.org/article/ce380f6f97ba4b038a27e038796539f9
Publikováno v:
In Finance Research Letters March 2019 28:118-124
Autor:
Čuljak, Maria1 (AUTHOR) maria.culjak@hanfa.hr, Arnerić, Josip2 (AUTHOR) jarneric@efzg.hr, Žigman, Ante1 (AUTHOR) ante.zigman@hanfa.hr
Publikováno v:
Mathematics (2227-7390). Jun2022, Vol. 10 Issue 12, p2124-N.PAG. 11p.
Publikováno v:
Business Systems Research, Vol 9, Iss 2, Pp 18-34 (2018)
Background: Since high-frequency data have become available, an unbiased volatility estimator, i.e. realized variance (RV) can be computed. Commonly used models for RV forecasting suffer from strong persistence with a high sensitivity to the returns
Externí odkaz:
https://doaj.org/article/d3ca081e79c747cf83868a536b9fe0c8
Autor:
Arnerić, Josip, Šitum, Antoni
Publikováno v:
Croatian operational research review. 13:203-215
The causes and the consequences of the real exchange rates misalignment's of European Union (EU) members were examined in this paper by implementing stationary panel vector autoregression (PVAR) model with fixed effects. PVAR methodology was recogniz
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ac72433e1881495ca3213992acf8dcdd
https://doi.org/10.17535/crorr.2022.0015
https://doi.org/10.17535/crorr.2022.0015
Publikováno v:
The Journal of Corporate Governance, Insurance, and Risk Management (JCGIRM). 3(1):1-16
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=973816
Publikováno v:
Management - Journal of Contemporary Management Issues. 21(1):19-46
Externí odkaz:
https://www.ceeol.com/search/article-detail?id=573231
Autor:
Arnerić, Josip
A great effort have been made recently in discovering multi-seasonal patterns of trading activity at stock exchanges with objective to improve the performance of trading algorithms and consequently to reduce transaction costs. In addition to hourly s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::8b024c828b3eda9387e2b9cbaf3ef137
https://www.bib.irb.hr/1281510
https://www.bib.irb.hr/1281510
Autor:
Arnerić, Josip
Technological advances and increasing availability of high-frequency data observed at very short time intervals, e.g. every minute or second, have enabled to use more complete information for nonparametric estimation of the continuous stochastic pric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=57a035e5b1ae::8bbdc1259fb8e8e661ffaa564a0ebe40
https://www.bib.irb.hr/1279823
https://www.bib.irb.hr/1279823