Josip Arnerić

Josip Arnerić, PhD, is a researcher at the Department of Statistics within the Faculty of Economics & Business at the University of Zagreb. His work focuses on econometric modeling, financial time-series analysis, and high-frequency data applications.

• Academic affiliation: Faculty of Economics & Business, University of Zagreb
• Research focus: Financial econometrics, volatility modeling, neural networks
• Email: jarneric@efzg.hr

Research Interests

Arnerić specializes in econometric methods for financial markets, with particular expertise in:

• Univariate and multivariate GARCH models
• Stochastic processes and volatility dynamics
• High-frequency data analysis
• Machine learning applications to financial forecasting
• Market risk modeling and portfolio optimization

Publication Trends

His work spans econometric modeling of stock market volatility (2023-2025), housing affordability analysis (2024), and neural network applications in inflation forecasting (2021). He has also explored:

• Price jump identification techniques
• Gold as safe-haven asset
• Interdependencies between traditional and cryptocurrency markets