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Josip Arneric

Personal Details

First Name:Josip
Middle Name:
Last Name:Arneric
Suffix:
RePEc Short-ID:par669
[This author has chosen not to make the email address public]
Terminal Degree:2010 (from RePEc Genealogy)

Affiliation

Ekonomski Fakultet
Sveučilište u Zagrebu

Zagreb, Croatia
http://www.efzg.hr/
RePEc:edi:fefzghr (more details at EDIRC)

Research output

as
Jump to: Articles Editorship

Articles

  1. Josip Arnerić & Filip Paić, 2023. "The safe haven feature of gold in the recent crisis: Rolling regression approach," Croatian Review of Economic, Business and Social Statistics, Croatian Statistical Association, vol. 9(2), pages 109-122.
  2. Josip Arneric & Marcela Sturmer, 2023. "Price Jumps Identification Using Integrated Variance Estimators," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 32(1), pages 55-74, june.
  3. Maria Čuljak & Josip Arnerić & Ante Žigman, 2022. "Is Jump Robust Two Times Scaled Estimator Superior among Realized Volatility Competitors?," Mathematics, MDPI, vol. 10(12), pages 1-11, June.
  4. Tea Šestanović & Josip Arnerić, 2021. "Can Recurrent Neural Networks Predict Inflation in Euro Zone as Good as Professional Forecasters?," Mathematics, MDPI, vol. 9(19), pages 1-13, October.
  5. Tea Šestanović & Josip Arnerić, 2021. "Neural network structure identification in inflation forecasting," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 40(1), pages 62-79, January.
  6. Josip Arnerić & Luka Vladović, 2021. "Makroekonomske Determinante Dioničkih Cijena Na Primjeru Hrvatske," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), vol. 72(2), pages 199-223.
  7. Arnerić Josip, 2020. "Realized density estimation using intraday prices," Croatian Review of Economic, Business and Social Statistics, Sciendo, vol. 6(1), pages 1-9, May.
  8. Arnerić, Josip & Matković, Mario & Sorić, Petar, 2019. "Comparison of range-based volatility estimators against integrated volatility in European emerging markets," Finance Research Letters, Elsevier, vol. 28(C), pages 118-124.
  9. Josip Arneric & Mladen Mateljan, 2019. "The Analysis Of Interdependencies Between Capital Market And Cryptocurrency Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 28(2), pages 449-465, december.
  10. Josip ARNERIĆ & Blanka ŠKRABIĆ PERIĆ, 2018. "Panel GARCH Model with Cross-Sectional Dependence between CEE Emerging Markets in Trading Day Effects Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 71-84, December.
  11. Tea Šestanović & Josip Arnerić & Zdravka Aljinović, 2018. "Non-structural approach to implied moments extraction," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 31(1), pages 1923-1939, January.
  12. Arnerić Josip & Poklepović Tea & Teai Juin Wen, 2018. "Neural Network Approach in Forecasting Realized Variance Using High-Frequency Data," Business Systems Research, Sciendo, vol. 9(2), pages 18-34, July.
  13. Josip Arneric & Zdravka Aljinovic & Tea Poklepovic, 2015. "Extraction of market expectations from risk-neutral density," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 33(2), pages 235-256.
  14. Toni Djokic & Mario Pepur & Josip Arneric, 2015. "The Impact Of Employee Satisfaction On Customer Satisfaction On The Financial Services Market," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, vol. 24(1), pages 49-79, june.
  15. Maja Pervan & Iva Pelivan & Josip Arnerić, 2015. "Profit persistence and determinants of bank profitability in Croatia," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 28(1), pages 284-298, January.
  16. Tanja Mihalič & Daniela Garbin Praničević & Josip Arnerić, 2015. "The changing role of ICT competitiveness: the case of the Slovenian hotel sector," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 28(1), pages 367-383, January.
  17. Ljudevit Pranić & Daniela Garbin Praničević & Josip Arnerić, 2014. "Hotel website performance: evidence from a transition country," Tourism and Hospitality Management, University of Rijeka, Faculty of Tourism and Hospitality Management, vol. 20(1), pages 45-60, May.
  18. Blanka Škrabic Peric & Petar Soric & Josip Arneric, 2013. "The Fisher effect at the borders of the European Monetary Union: evidence from post-communist countries," Post-Communist Economies, Taylor & Francis Journals, vol. 25(3), pages 309-324, September.
  19. Ivica Pervan & Josip Arneric & Mario Malcak, 2011. "The Information Content of Earnings and Operating Cash Flows From Annual Report – Analysis For Croatian Listed Companies," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 24(3), pages 1-13, January.
  20. Blanka Skrabic & Josip Arneric, 2011. "Banking sector development in CEE countries: panel data approach," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 3(3), pages 281-293.
  21. Josip Arneric & Elza Jurun & Snježana Pivac, 2008. "Multivariate Risk-Return Decision Making Within Dynamic Estimation," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 7, pages 1-11, October.
  22. Djula Borozan & Josip Arneric & Ilija Coric, 0. "A comparative study of net entrepreneurial productivity in developed and post-transition economies," International Entrepreneurship and Management Journal, Springer, vol. 0, pages 1-26.

Editorship

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

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Maria Čuljak & Josip Arnerić & Ante Žigman, 2022. "Is Jump Robust Two Times Scaled Estimator Superior among Realized Volatility Competitors?," Mathematics, MDPI, vol. 10(12), pages 1-11, June.

    Cited by:

    1. Julien Chevallier & Bilel Sanhaji, 2023. "Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices," Post-Print halshs-04344131, HAL.

  2. Tea Šestanović & Josip Arnerić, 2021. "Can Recurrent Neural Networks Predict Inflation in Euro Zone as Good as Professional Forecasters?," Mathematics, MDPI, vol. 9(19), pages 1-13, October.

    Cited by:

    1. Simionescu, Mihaela, 2022. "Econometrics of sentiments- sentometrics and machine learning: The improvement of inflation predictions in Romania using sentiment analysis," Technological Forecasting and Social Change, Elsevier, vol. 182(C).

  3. Arnerić, Josip & Matković, Mario & Sorić, Petar, 2019. "Comparison of range-based volatility estimators against integrated volatility in European emerging markets," Finance Research Letters, Elsevier, vol. 28(C), pages 118-124.

    Cited by:

    1. Addey, Kwame Asiam & Nganje, William, 2024. "Climate policy volatility hinders renewable energy consumption: Evidence from yardstick competition theory," Energy Economics, Elsevier, vol. 130(C).
    2. Josip Arneriæ & Mario Matkoviæ, 2019. "Challenges of integrated variance estimation in emerging stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(2), pages 713-739.
    3. Chen, Wei & Zhang, Haoyu & Jia, Lifen, 2022. "A novel two-stage method for well-diversified portfolio construction based on stock return prediction using machine learning," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).

  4. Josip ARNERIĆ & Blanka ŠKRABIĆ PERIĆ, 2018. "Panel GARCH Model with Cross-Sectional Dependence between CEE Emerging Markets in Trading Day Effects Analysis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 71-84, December.

    Cited by:

    1. Plamen Petkov & Margarita Shopova & Tihomir Varbanov & Evgeni Ovchinnikov & Angelin Lalev, 2024. "Econometric Analysis of SOFIX Index with GARCH Models," JRFM, MDPI, vol. 17(8), pages 1-30, August.

  5. Arnerić Josip & Poklepović Tea & Teai Juin Wen, 2018. "Neural Network Approach in Forecasting Realized Variance Using High-Frequency Data," Business Systems Research, Sciendo, vol. 9(2), pages 18-34, July.

    Cited by:

    1. Berislav Žmuk & Hrvoje Jošiæ, 2020. "Forecasting stock market indices using machine learning algorithms," Interdisciplinary Description of Complex Systems - scientific journal, Croatian Interdisciplinary Society Provider Homepage: http://indecs.eu, vol. 18(4), pages 471-489.
    2. Ferencek Aljaž & Kofjač Davorin & Škraba Andrej & Sašek Blaž & Borštnar Mirjana Kljajić, 2020. "Deep Learning Predictive Models for Terminal Call Rate Prediction during the Warranty Period," Business Systems Research, Sciendo, vol. 11(2), pages 36-50, October.
    3. Josip Arneriæ & Mario Matkoviæ, 2019. "Challenges of integrated variance estimation in emerging stock markets," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 37(2), pages 713-739.
    4. Caio Mário Mesquita & Cristiano Arbex Valle & Adriano César Machado Pereira, 2024. "Scenario Generation for Financial Data with a Machine Learning Approach Based on Realized Volatility and Copulas," Computational Economics, Springer;Society for Computational Economics, vol. 63(5), pages 1879-1919, May.
    5. Martin Magris, 2019. "A Vine-copula extension for the HAR model," Papers 1907.08522, arXiv.org.

  6. Josip Arneric & Zdravka Aljinovic & Tea Poklepovic, 2015. "Extraction of market expectations from risk-neutral density," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 33(2), pages 235-256.

    Cited by:

    1. Fabien Floc’h & Cornelis W. Oosterlee, 2019. "Model-free stochastic collocation for an arbitrage-free implied volatility: Part I," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 42(2), pages 679-714, December.

  7. Maja Pervan & Iva Pelivan & Josip Arnerić, 2015. "Profit persistence and determinants of bank profitability in Croatia," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 28(1), pages 284-298, January.

    Cited by:

    1. Samia Nasreen & Mehwish Gulzar & Muhammad Afzal & Muhammad Umar Farooq, 2024. "The Role of Corruption, Transparency, and Regulations on Asian Banks’ Performance: An Empirical Analysis," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 6475-6506, June.
    2. Ebrahim Mohammed Al‐Matari, 2023. "The determinants of bank profitability of GCC: The role of bank liquidity as moderating variable—Further analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1423-1435, April.
    3. Ignatius Roni Setyawan & Margarita Ekadjaja & Agustin Ekadjaja, 2022. "Industry Market Structure and Banking Performance in Indonesia," Academic Journal of Interdisciplinary Studies, Richtmann Publishing Ltd, vol. 11, March.

  8. Ljudevit Pranić & Daniela Garbin Praničević & Josip Arnerić, 2014. "Hotel website performance: evidence from a transition country," Tourism and Hospitality Management, University of Rijeka, Faculty of Tourism and Hospitality Management, vol. 20(1), pages 45-60, May.

    Cited by:

    1. Vo Nga Thi & Chovancová Miloslava & Tri Ho Thanh, 2019. "A major boost to the website performance of up-scale hotels in Vietnam," Management & Marketing, Sciendo, vol. 14(1), pages 14-30, March.
    2. Huseyin Arasli & Maryam Abdullahi & Tugrul Gunay, 2021. "Social Media as a Destination Marketing Tool for a Sustainable Heritage Festival in Nigeria: A Moderated Mediation Study," Sustainability, MDPI, vol. 13(11), pages 1-27, May.
    3. Sainaghi, Ruggero & Phillips, Paul & Zavarrone, Emma, 2017. "Performance measurement in tourism firms: A content analytical meta-approach," Tourism Management, Elsevier, vol. 59(C), pages 36-56.

  9. Blanka Skrabic & Josip Arneric, 2011. "Banking sector development in CEE countries: panel data approach," International Journal of Sustainable Economy, Inderscience Enterprises Ltd, vol. 3(3), pages 281-293.

    Cited by:

    1. Christopher A. Hartwell, 2014. "Do (successful) stock exchanges support or hinder institutions in transition economies?," Cogent Economics & Finance, Taylor & Francis Journals, vol. 2(1), pages 1-18, December.

  10. Josip Arneric & Elza Jurun & Snježana Pivac, 2008. "Multivariate Risk-Return Decision Making Within Dynamic Estimation," Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016), Colexio de Economistas de A Coruña, Spain and Fundación Una Galicia Moderna, vol. 7, pages 1-11, October.

    Cited by:

    1. Elza Jurun & Snježana Pivac, 2011. "Comparative regional GDP analysis: case study of Croatia," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 19(3), pages 319-335, September.

  11. Djula Borozan & Josip Arneric & Ilija Coric, 0. "A comparative study of net entrepreneurial productivity in developed and post-transition economies," International Entrepreneurship and Management Journal, Springer, vol. 0, pages 1-26.

    Cited by:

    1. Weiqi Dai & Yang Liu & Mingqing Liao & Qiao Lin, 2018. "How does entrepreneurs’ socialist imprinting shape their opportunity selection in transition economies? Evidence from China’s privately owned enterprises," International Entrepreneurship and Management Journal, Springer, vol. 14(4), pages 823-856, December.
    2. Boban Melović & Slavica Mitrović Veljković & Dragana Ćirović & Tamara Backović Vulić & Marina Dabić, 2022. "Entrepreneurial decision-making perspectives in transition economies – tendencies towards risky/rational decision-making," International Entrepreneurship and Management Journal, Springer, vol. 18(4), pages 1739-1773, December.
    3. Irina A. Morozova & Elena G. Popkova & Tatiana N. Litvinova, 2019. "Sustainable development of global entrepreneurship: infrastructure and perspectives," International Entrepreneurship and Management Journal, Springer, vol. 15(2), pages 589-597, June.
    4. Su, Zhongfeng & Li, Jiatao & Wei, Shihao & Wu, Zhan, 2024. "Effect of inward foreign direct investment on entrepreneurship productivity in emerging markets," Journal of International Management, Elsevier, vol. 30(1).

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