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Tea Šestanović
Tea Šestanović
Assistant professor, University of Split, Faculty of Economics, Business and Tourism, unist.hr
Verified email at efst.hr - Homepage
Title
Cited by
Cited by
Year
GARCH based artificial neural networks in forecasting conditional variance of stock returns
J Arnerić, T Poklepović, Z Aljinović
Croatian Operational Research Review, 329-343, 2014
522014
Best Fit Model for Yield Curve estimation
Z Aljinović, T Poklepović, K Katalinić
Croatian Operational Research Review 3 (1), 28-40, 2012
322012
Stock selection using a hybrid MCDM approach
T Poklepović, Z Babić
Croatian Operational Research Review, 273-290, 2014
292014
How to Measure Illiquidity on European Emerging Stock Markets?
J Vidović, T Poklepović, Z Aljinović
Business Systems Research: International journal of the Society for …, 2014
222014
Cryptocurrency Portfolio Selection—A Multicriteria Approach
Z Aljinović, B Marasović, T Šestanović
Mathematics 9 (14), 1677, 2021
202021
Neural network approach in forecasting realized variance using high-frequency data
J Arnerić, T Poklepović, JW Teai
Business Systems Research: International journal of the Society for …, 2018
192018
MARKOWITZ'MODEL WITH FUNDAMENTAL AND TECHNICAL ANALYSIS–COMPLEMENTARY METHODS OR NOT
B Marasović, T Poklepović, Z Aljinović
Croatian Operational Research Review 2 (1), 122-132, 2011
142011
Can Recurrent Neural Networks Predict Inflation in Euro Zone as Good as Professional Forecasters?
T Šestanović, J Arnerić
Mathematics 9 (19), 2486, 2021
112021
Jordan neural network for inflation forecasting
T Šestanović
Croatian Operational Research Review, 23-33, 2019
102019
Neural network structure identification in inflation forecasting
T Šestanović, J Arnerić
Journal of Forecasting 40 (1), 62-79, 2021
92021
Extraction of market expectations from risk-neutral density
J Arneric, Z Aljinović, T Poklepović
Zbornik radova Ekonomskog fakulteta u Rijeci, časopis za ekonomsku teoriju i …, 2015
82015
Nonlinear Extension of Asymmetric GARCH Model within Neural Network Framework
J Arnerić, T Poklepović
Computer Science & Information Technology, 101-111, 2016
52016
Neural networks and vector autoregressive model in forecasting yield curve
Z Aljinović, T Poklepović
The 6th International Conference on Information Technology (ICIT), 1-8, 2013
52013
Non-structural approach to implied moments extraction
T Šestanović, J Arnerić, Z Aljinović
Economic research-Ekonomska istraživanja 31 (1), 1923-1939, 2018
42018
Trgovanje opcijama na svjetskim burzama
Z Aljinović, T Poklepović, B Šego
Računovodstvo i financije 10, 106-116, 2009
42009
The Ability of Forecasting the Term Structure of Interest Rates Based On Nelson-Siegel and Svensson Model
T Poklepović, Z Aljinović, B Marasović
International Journal of Economics and Management Engineering 8 (3), 718-724, 2014
32014
Neural network structure identification in inflation forecasting
T Šestanović, J Arnerić
Journal of forecasting 39 (6), 935-952, 2020
22020
Efficient Frontier-Comparing Different Volatility Estimators
T Poklepović, Z Aljinović, M Matković
International Journal of Mathematical and Computational Sciences 9 (4), 214-221, 2015
22015
Numerical Methods versus Bjerksund and Stensland Approximations for American Options Pricing
M Branka, A Zdravka, P Tea
International Journal of Economics and Management Engineering 8 (4), 1023-1031, 2014
22014
Comparison of Altman Z Score and Bex Index as Predictors of Stock Price Movements on the Sample of Companies from Croatia
T Poklepovic, B Peko, J Smajo
Challenges of Europe: International Conference Proceedings, 317, 2013
22013
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