Realized density estimation using intraday prices
Arnerić, Josip
Published in Croatian Review of Economic, Business and Social Statistics (01.05.2020)
Published in Croatian Review of Economic, Business and Social Statistics (01.05.2020)
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Journal Article
Paper
The safe haven feature of gold in the recent crisis: Rolling regression approach
Paić, Filip, Arnerić, Josip
Published in Croatian review of economic, business and social statistics (01.01.2023)
Published in Croatian review of economic, business and social statistics (01.01.2023)
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Journal Article
Profit persistence and determinants of bank profitability in Croatia
Pervan, Maja, Pelivan, Iva, Arnerić, Josip
Published in Economic research - Ekonomska istraživanja (01.01.2015)
Published in Economic research - Ekonomska istraživanja (01.01.2015)
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Journal Article
Paper
Predictive accuracy of option pricing models considering high-frequency data
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Journal Article
Paper
Challenges of integrated variance estimation in emerging stock markets
Josip Arnerić, Mario Matković
Published in Zbornik radova Ekonomskog fakulteta u Rijeci (01.01.2019)
Published in Zbornik radova Ekonomskog fakulteta u Rijeci (01.01.2019)
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Journal Article
Challenges of integrated variance estimation in emerging stock markets 1
Arnerić, Josip, Matković, Mario
Published in Zbornik radova Ekonomskog fakulteta u Rijeci (01.01.2019)
Published in Zbornik radova Ekonomskog fakulteta u Rijeci (01.01.2019)
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Journal Article
Structural changes in the conditional volatility process of stock market returns
Arnerić, Josip
Published in 2010 International Conference on Education and Management Technology (01.11.2010)
Published in 2010 International Conference on Education and Management Technology (01.11.2010)
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Conference Proceeding
Extraction of market expectations from risk-neutral density
Arnerić, Josip, Aljinović, Zdravka, Poklepović, Tea
Published in Zbornik radova Ekonomskog fakulteta u Rijeci (01.12.2015)
Published in Zbornik radova Ekonomskog fakulteta u Rijeci (01.12.2015)
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Journal Article
GARCH based artificial neural networks in forecasting conditional variance of stock returns
Arneric, Josip, Poklepovic, Tea, Aljinovic, Zdravka
Published in Croatian Operational Research Review (01.01.2014)
Published in Croatian Operational Research Review (01.01.2014)
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Paper