Real-time monitoring of carbon monoxide using value-at-risk measure and control charting. Journal of Applied Statistics, 44(1), 89–108. Διαβάστε περισσότερα για το Real-time monitoring of carbon monoxide using value-at-risk measure and control charting. Journal of Applied Statistics, 44(1), 89–108.
Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data. International Review of Financial Analysis, 49, 176–190. Διαβάστε περισσότερα για το Multiple-days-ahead value-at-risk and expected shortfall forecasting for stock indices, commodities and exchange rates: Inter-day versus intra-day data. International Review of Financial Analysis, 49, 176–190.
Intra-day realized volatility for European and USA stock indices. Global Finance Journal, 29, 24–41. Διαβάστε περισσότερα για το Intra-day realized volatility for European and USA stock indices. Global Finance Journal, 29, 24–41.
Forecasting tourist arrivals using origin country macroeconomics. Applied Economics, 48(27), 2571–2585. Διαβάστε περισσότερα για το Forecasting tourist arrivals using origin country macroeconomics. Applied Economics, 48(27), 2571–2585.
Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors. Journal of Applied Statistics, 43(5), 871–892. Διαβάστε περισσότερα για το Evaluation of realized volatility predictions from models with leptokurtically and asymmetrically distributed forecast errors. Journal of Applied Statistics, 43(5), 871–892.
Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer? Economic Modelling, 52, 551–563. Διαβάστε περισσότερα για το Business cycle synchronisation in EMU: Can fiscal policy bring member-countries closer? Economic Modelling, 52, 551–563.
The one-trading-day-ahead forecast errors of intra-day realized volatility. Research in International Business and Finance, 42, 1298–1314. Διαβάστε περισσότερα για το The one-trading-day-ahead forecast errors of intra-day realized volatility. Research in International Business and Finance, 42, 1298–1314.
Earnings management to avoid losses and earnings declines in Croatia. SSRN 3259851 Διαβάστε περισσότερα για το Earnings management to avoid losses and earnings declines in Croatia. SSRN 3259851
Multiple days ahead realized volatility forecasting: Single, combined and average forecasts. Global Finance Journal, 36, 41–61. Διαβάστε περισσότερα για το Multiple days ahead realized volatility forecasting: Single, combined and average forecasts. Global Finance Journal, 36, 41–61.
Investments and uncertainty revisited: the case of the US economy. Applied Economics, 49(45), 4521–4529. Διαβάστε περισσότερα για το Investments and uncertainty revisited: the case of the US economy. Applied Economics, 49(45), 4521–4529.
