Josip Arnerićمشاهده پروفایل
پژوهشگر
- Econometric methods and models
- Financial time-series and volatility
- Univariate and multivariate GARCH models
- +۳ مورد دیگر
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


