Sentiment spillover effects for US and European companies F Audrino, A Tetereva Journal of Banking & Finance 106, 542-567, 2019 | 40 | 2019 |
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 | 16 | 2022 |
The realized hierarchical Archimedean Copula in risk modelling O Okhrin, A Tetereva Econometrics 5 (2), 26, 2017 | 13 | 2017 |
Forecasting realized correlations: a MIDAS approach A Kostrov, A Tetereva Available at SSRN 3346492, 2019 | 4 | 2019 |
A forest full of risk forecasts for managing volatility O Kleen, A Tetereva Available at SSRN, 2022 | 2 | 2022 |
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 | 2 | 2018 |
A forest full of risk forecasts for managing volatility A Tetereva, O Kleen Available at SSRN 4161957, 2022 | 1 | 2022 |
Deep learning methods with attention mechanism for financial market prediction M van der Meulen, S Vermeulen, A Tetereva | 1 | 2021 |
The effect of environmental, social and governance (ESG) ratings on credit risk in European corporates H Lambriex, P Franses, A Tetereva | | 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 |
Constructing pooled forecasts based on leading recession indicators to predict multiple-day variance YM Corper, O Kleen, A Tetereva | | |
The effect of industry's idiosyncrasies in crowdsourced employer branding: an LDA and regression approach A Cañas, A Tetereva | | |
MASTER THESIS DATA SCIENCE AND MARKETING ANALYTICS S ASSESSSOR, A Tetereva | | |
Joint Lasso For Volatility Modelling E van de Velde, A Tetereva, W Wang | | |