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Anastasija Tetereva
Anastasija Tetereva
Bestätigte E-Mail-Adresse bei ese.eur.nl
Titel
Zitiert von
Zitiert von
Jahr
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
602022
Sentiment spillover effects for US and European companies
F Audrino, A Tetereva
Journal of Banking & Finance 106, 542-567, 2019
562019
The realized hierarchical Archimedean Copula in risk modelling
O Okhrin, A Tetereva
Econometrics 5 (2), 26, 2017
152017
A forest full of risk forecasts for managing volatility
O Kleen, A Tetereva
Available at SSRN 4161957, 2022
92022
Forecasting realized correlations: a MIDAS approach
A Kostrov, A Tetereva
Available at SSRN 3346492, 2019
42019
Advancing Markowitz: Asset Allocation Forest
LO Bettencourt, A Tetereva, A Petukhina
Available at SSRN 4781685, 2024
12024
The effect of environmental, social and governance (ESG) ratings on credit risk in European corporates
H Lambriex, A Tetereva
12022
Deep learning methods with attention mechanism for financial market prediction
M van der Meulen, S Vermeulen, A Tetereva
12021
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
12018
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
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