Details about Josip Arneric

Access statistics for papers by Josip Arneric.

Last updated 2024-03-09. Update your information in the RePEc Author Service.

Short-id: par669

Journal Articles

2023

1. PRICE JUMPS IDENTIFICATION USING INTEGRATED VARIANCE ESTIMATORS
   Economic Thought and Practice, 2023, 32, (1), 55-74
2. The safe haven feature of gold in the recent crisis: Rolling regression approach
   Croatian Review of Economic, Business and Social Statistics, 2023, 9, (2), 109-122 View citations (2)

2022

3. Is Jump Robust Two Times Scaled Estimator Superior among Realized Volatility Competitors?
   Mathematics, 2022, 10, (12), 1-11 View citations (1)

2021

4. Can Recurrent Neural Networks Predict Inflation in Euro Zone as Good as Professional Forecasters?
   Mathematics, 2021, 9, (19), 1-13 View citations (1)
5. MAKROEKONOMSKE DETERMINANTE DIONIČKIH CIJENA NA PRIMJERU HRVATSKE
   Ekonomski pregled, 2021, 72, (2), 199-223
6. Neural network structure identification in inflation forecasting
   Journal of Forecasting, 2021, 40, (1), 62-79

2020

7. Realized density estimation using intraday prices
   Croatian Review of Economic, Business and Social Statistics, 2020, 6, (1), 1-9

2019

8. Comparison of range-based volatility estimators against integrated volatility in European emerging markets
   Finance Research Letters, 2019, 28, (C), 118-124 View citations (3)
9. THE ANALYSIS OF INTERDEPENDENCIES BETWEEN CAPITAL MARKET AND CRYPTOCURRENCY MARKET
   Economic Thought and Practice, 2019, 28, (2), 449-465

2018

10. Neural Network Approach in Forecasting Realized Variance Using High-Frequency Data
    Business Systems Research, 2018, 9, (2), 18-34 View citations (5)
11. Non-structural approach to implied moments extraction
    Economic Research-Ekonomska Istraživanja, 2018, 31, (1), 1923-1939
12. Panel GARCH Model with Cross-Sectional Dependence between CEE Emerging Markets in Trading Day Effects Analysis
    Journal for Economic Forecasting, 2018, (4), 71-84 View citations (1)

2017

13. A comparative study of net entrepreneurial productivity in developed and post-transition economies
    International Entrepreneurship and Management Journal, 2017, 13, (3), 855-880 View citations (4)
    Also in International Entrepreneurship and Management Journal, 1-26 View citations (1)

2015

14. Extraction of market expectations from risk-neutral density
    Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, 2015, 33, (2), 235-256 View citations (1)
15. Profit persistence and determinants of bank profitability in Croatia
    Economic Research-Ekonomska Istraživanja, 2015, 28, (1), 284-298 View citations (3)
16. THE IMPACT OF EMPLOYEE SATISFACTION ON CUSTOMER SATISFACTION ON THE FINANCIAL SERVICES MARKET
    Economic Thought and Practice, 2015, 24, (1), 49-79
17. The changing role of ICT competitiveness: the case of the Slovenian hotel sector
    Economic Research-Ekonomska Istraživanja, 2015, 28, (1), 367-383

2014

18. Hotel website performance: evidence from a transition country
    Tourism and Hospitality Management, 2014, 20, (1), 45-60 View citations (3)

2013

19. The Fisher effect at the borders of the European Monetary Union: evidence from post-communist countries
    Post-Communist Economies, 2013, 25, (3), 309-324

2011

20. Banking sector development in CEE countries: panel data approach
    International Journal of Sustainable Economy, 2011, 3, (3), 281-293 View citations (1)
21. The Information Content of Earnings and Operating Cash Flows From Annual Report – Analysis For Croatian Listed Companies
    Economic Research-Ekonomska Istraživanja, 2011, 24, (3), 1-13

2008

22. Multivariate Risk-Return Decision Making Within Dynamic Estimation
    Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), 2008, 7, 1-11 View citations (1)

Editor

1. Croatian Review of Economic, Business and Social Statistics
   Croatian Statistical Association