Zobrazeno 1 - 10
of 47
pro vyhledávání: '"Josip Arnerić"'
Publikováno v:
Croatian Review of Economic, Business and Social Statistics, Vol 10, Iss 2, Pp 49-62 (2024)
Housing affordability is a crucial issue that affects both individual and societal well-being. Affordable housing ensures that households can meet their basic living needs without experiencing undue financial stress. It influences labor mobility, con
Externí odkaz:
https://doaj.org/article/db600cf65a7c4bcda4c85a897d77ee94
Autor:
Josip Arnerić, Filip Paić
Publikováno v:
Croatian Review of Economic, Business and Social Statistics, Vol 9, Iss 2, Pp 109-122 (2023)
The global repercussions of the COVID-19 pandemic had a substantial adverse impact on the overall economy, resulting in equity markets decline worldwide. Amidst this turbulent environment, plagued with uncertainty, investors have redirected their att
Externí odkaz:
https://doaj.org/article/6a04c6da59634e85b584547cf85e105e
Autor:
Josip Arnerić
Publikováno v:
Croatian Operational Research Review, Vol 12, Iss 1, Pp 61-74 (2021)
The seasonal and trend decomposition of a univariate time-series based on Loess (STL) has several advantages over traditional methods. It deals with any periodicity length, enables seasonality change over time, allows missing values, and is robust to
Externí odkaz:
https://doaj.org/article/bb978be9f3cf48938a8e7dcd8dfe5a9a
Autor:
Josip Arnerić, Maria Čuljak
Publikováno v:
Ekonomski Vjesnik, Vol 34, Iss 1, Pp 131-144 (2021)
Purpose: Recently, considerable attention has been given to forecasting, not only the mean and the variance, but also the entire probability density function (pdf) of the underlying asset. These forecasts can be obtained as implied moments of future
Externí odkaz:
https://doaj.org/article/5e140699a1bc435fb249039b83dc2206
Autor:
Josip Arnerić, Mario Matković
Publikováno v:
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, Vol 37, Iss 2, Pp 713-739 (2019)
Estimating integrated variance, using high frequency data, requires modelling experience and data crunching skills. Although intraday returns have attracted much attention in recent years, handling these data is challenging because of their unique ch
Externí odkaz:
https://doaj.org/article/ab8c81e78d68448e9c935d0638749021
Publikováno v:
Mathematics, Vol 10, Iss 12, p 2124 (2022)
This paper compares the empirical performance of the realized volatility estimators on an extensive high-frequency dataset of stock indices from four developed European markets with thick trading and intensive intraday activity. Even though the propo
Externí odkaz:
https://doaj.org/article/a6b2baf647f4480a90d432911112f992
Autor:
Tea Šestanović, Josip Arnerić
Publikováno v:
Mathematics, Vol 9, Iss 19, p 2486 (2021)
This paper investigates whether a specific type of a recurrent neural network, in particular Jordan neural network (JNN), captures the expected inflation better than commonly used feedforward neural networks and traditional parametric time-series mod
Externí odkaz:
https://doaj.org/article/36c1c282d7f04d1db118ec67dd63e2f3
Publikováno v:
Management : Journal of Contemporary Management Issues, Vol 21, Iss 1, Pp 19-46 (2016)
During the last few decades, the role of the service sector in the overall economic activities has become more significant in many countries, particularly the most developed ones. This has provoked increased scholars' interest so they have begun rese
Externí odkaz:
https://doaj.org/article/3be2928a6f21489ab6518b1564de361f
Publikováno v:
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, Vol 33, Iss 2, Pp 235-256 (2015)
The purpose of this paper is to investigate which of the proposed parametric models for extracting risk-neutral density; among Black-Scholes Merton, mixture of two log-normals and generalized beta; give the best fit. The model that fits sample dat
Externí odkaz:
https://doaj.org/article/bbb293dce93c434cac3256ec78a5a83f
Publikováno v:
Croatian Operational Research Review, Vol 6, Iss 2, Pp 305-319 (2015)
Fluctuations in economic activity are often influenced by calendar-based various factors. Such factors are non-working (non-trading) days, leap years, public holidays and the like. Most economic series are observed on a monthly or quarterly basis, bu
Externí odkaz:
https://doaj.org/article/ef2ed2438aeb4a8aba7c13b9ea8fb014