Josip Arnerić

About Josip Arnerić

Josip Arnerić, With an exceptional h-index of 12 and a recent h-index of 10 (since 2020), a distinguished researcher at Sveucilište u Zagrebu, specializes in the field of Statistics, Econometrics, Financial time-series analysis.

His recent articles reflect a diverse array of research interests and contributions to the field:

The safe haven feature of gold in the recent crisis: Rolling regression approach

Značajka zlata kao sigurnog utočišta u recentnim krizama: pristup pomične regresije

Price Jumps Identification Using Integrated Variance Estimators

IDENTIFIKACIJA CJENOVNIH SKOKOVA S POMOĆU PROCJENITELJA INTEGRIRANE VARIJANCE

PVAR model with collapsed instruments in the real exchange rates misalignment's analysis

Is Jump Robust Two Times Scaled Estimator Superior among Realized Volatility Competitors?

Can recurrent neural networks predict inflation in euro zone as good as professional forecasters?

Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume

Josip Arnerić Information

University

Position

Faculty of Economics & Business

Citations(all)

594

Citations(since 2020)

378

Cited By

356

hIndex(all)

12

hIndex(since 2020)

10

i10Index(all)

15

i10Index(since 2020)

12

Email

University Profile Page

Google Scholar

Josip Arnerić Skills & Research Interests

Statistics

Econometrics

Financial time-series analysis

Top articles of Josip Arnerić

Title

Journal

Author(s)

Publication Date

The safe haven feature of gold in the recent crisis: Rolling regression approach

Croatian Review of Economic, Business and Social Statistics

Josip Arnerić

Filip Paić

2023/12/23

Značajka zlata kao sigurnog utočišta u recentnim krizama: pristup pomične regresije

Croatian Review of Economic, Business and Social Statistics

Josip Arnerić

Filip Paić

2023/12/23

Price Jumps Identification Using Integrated Variance Estimators

Ekonomska misao i praksa

Josip Arnerić

Marcela Stürmer

2023/6/7

IDENTIFIKACIJA CJENOVNIH SKOKOVA S POMOĆU PROCJENITELJA INTEGRIRANE VARIJANCE

Ekonomska misao i praksa

Josip Arnerić

Marcela Stürmer

2023/6/7

PVAR model with collapsed instruments in the real exchange rates misalignment's analysis

Croatian operational research review

Josip Arnerić

Antoni Šitum

2022/12/22

Is Jump Robust Two Times Scaled Estimator Superior among Realized Volatility Competitors?

Mathematics

Maria Čuljak

Josip Arnerić

Ante Žigman

2022/6/18

Can recurrent neural networks predict inflation in euro zone as good as professional forecasters?

Mathematics

Tea Šestanović

Josip Arnerić

2021/10

Multiple STL decomposition in discovering a multi-seasonality of intraday trading volume

Croatian Operational Research Review

Josip Arnerić

2021/6

Predictive accuracy of option pricing models considering high-frequency data

Ekonomski Vjesnik

Josip Arnerić

Maria Čuljak

2021/5

Makroekonomske determinante dioničkih cijena na primjeru Hrvatske

Ekonomski pregled

Josip Arnerić

Luka Vladović

2021/4

Neural network structure identification in inflation forecasting

Journal of Forecasting

Tea Šestanović

Josip Arnerić

2021/1

Realized density estimation using intraday prices

Croatian Review of Economic, Business and Social Statistics

Josip Arnerić

2020/5/25

See List of Professors in Josip Arnerić University(Sveucilište u Zagrebu)