How much is the view from the window worth? Machine learning-driven hedonic pricing model of the real estate market T Potrawa, A Tetereva Journal of Business Research 144, 50-65, 2022 | 60 | 2022 |
Sentiment spillover effects for US and European companies F Audrino, A Tetereva Journal of Banking & Finance 106, 542-567, 2019 | 56 | 2019 |
The realized hierarchical Archimedean Copula in risk modelling O Okhrin, A Tetereva Econometrics 5 (2), 26, 2017 | 15 | 2017 |
A forest full of risk forecasts for managing volatility O Kleen, A Tetereva Available at SSRN 4161957, 2022 | 9 | 2022 |
Forecasting realized correlations: a MIDAS approach A Kostrov, A Tetereva Available at SSRN 3346492, 2019 | 4 | 2019 |
Advancing Markowitz: Asset Allocation Forest LO Bettencourt, A Tetereva, A Petukhina Available at SSRN 4781685, 2024 | 1 | 2024 |
The effect of environmental, social and governance (ESG) ratings on credit risk in European corporates H Lambriex, A Tetereva | 1 | 2022 |
Deep learning methods with attention mechanism for financial market prediction M van der Meulen, S Vermeulen, A Tetereva | 1 | 2021 |
Do Financial Companies Communicate to One Another in the News?(Application of Multivariate Hawkes Graphs to Uncover Granger Causality of Financial News) A Tetereva Application of Multivariate Hawkes Graphs to Uncover Granger Causality of …, 2018 | 1 | 2018 |
Analysing FOMC statements and their predictive power using the contextual natural language processing model BERT D Vlaardingerbroek, A Tetereva, RJ Lange framework, 2022 | | 2022 |
A forest full of HAR models O Kleen, A Tetereva | | 2022 |
Improving machine learning ensemble models with statistical techniques in the forecasting of cryptocurrency prices DJC van Dijk, A Tetereva | | 2021 |
Hawkes process approach to estimating CoVaR DW van Klink, A Tetereva, C Zhou | | 2021 |
Combining professional forecasts: A closer look at partially-egalitarian Lasso A Tetereva | | 2020 |
Improving patient survival prediction with the joint-LASSO Cox model D van den Berg, A Tetereva, W Wang | | 2020 |
Bachelor Thesis: BSc 2 Econometrics & Economics R Plat, A Tetereva | | 2019 |
Essays on Multivariate Modelling of Financial Markets Using Copula and Sentiment Networks A Tetereva Universität St. Gallen, 2018 | | 2018 |
The Benefits of Combining Forecasts for Value-at-Risk and Expected Shortfall F Coenen, BB van Os, AA Tetereva | | |
How reliable are word embedding evaluators? A Tetereva | | |
Constructing pooled forecasts based on leading recession indicators to predict multiple-day variance YM Corper, O Kleen, A Tetereva | | |