Realized density estimation using intraday prices von Arnerić, Josip

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Neural Network Approach in Forecasting Realized Variance Using High-Frequency Data von Arnerić, Josip, Poklepović, Tea, Teai, Juin Wen

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Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume von Arneric, Josip

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Neural network structure identification in inflation forecasting von Šestanović, Tea, Arnerić, Josip

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The safe haven feature of gold in the recent crisis: Rolling regression approach von Paić, Filip, Arnerić, Josip

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Can Recurrent Neural Networks Predict Inflation in Euro Zone as Good as Professional Forecasters? von Šestanović, Tea, Arnerić, Josip

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PRICE JUMPS IDENTIFICATION USING INTEGRATED VARIANCE ESTIMATORS von Arnerić, Josip, Stürmer, Marcela

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Is Jump Robust Two Times Scaled Estimator Superior among Realized Volatility Competitors? von Čuljak, Maria, Arnerić, Josip, Žigman, Ante

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Predictive accuracy of option pricing models considering high-frequency data von Arnerić, Josip, Culjak, Maria

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PVAR model with collapsed instruments in the real exchange rates misalignment's analysis von Arnerić, Josip, Šitum, Antoni

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Challenges of integrated variance estimation in emerging stock markets von Josip Arnerić, Mario Matković

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MACROECONOMIC DETERMINANTS OF STOCK PRICES, EVIDENCE FROM CROATIA von Arnerić, Josip, Vladović, Luka

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Trends and drivers of housing affordability in the EU: Insights from panel data analysis von Josip Arnerić, Matej Kikerec, Branimir Skoko

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Profit persistence and determinants of bank profitability in Croatia von Pervan, Maja, Pelivan, Iva, Arnerić, Josip

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Challenges of integrated variance estimation in emerging stock markets 1 von Arnerić, Josip, Matković, Mario

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The impact of service quality and sport-team identification on the repurchase intention von Arnerić, Josip, Pepur, Mario, Oman, Branimir

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Comparison of range-based volatility estimators against integrated volatility in European emerging markets von Arnerić, Josip, Matković, Mario, Sorić, Petar

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IDENTIFIKACIJA CJENOVNIH SKOKOVA S POMOĆU PROCJENITELJA INTEGRIRANE VARIJANCE 1 von Arnerić, Josip, Stürmer, Marcela

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Extraction of market expectations from risk-neutral density von Arnerić, Josip, Aljinović, Zdravka, Poklepović, Tea

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GARCH based artificial neural networks in forecasting conditional variance of stock returns von Arnerić, Josip, Poklepović, Tea, Aljinović, Zdravka

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