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Josip Arnerić
(274256)

 
 
 
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  Author's books
 

1. Jurun, Elza; Pivac, Snježana; Arnerić, Josip.
Applied econometrics ; Quantitative finance .
Split : Ekonomski fakultet Split, 2006 (monograph).
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  Editor's books
 

1. Book of Abstracts 17th International Conference on Operational Research, Zadar, Croatia, Croatian Operational Research Society / Arnerić, Josip; Čeh Časni, Anita, editor(s).
Zagreb : Croatian Operational Research Society, 2018 (proceedings). URL link to work
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  Book chapters
 

1. Arnerić, Josip; Lolić, Ivana.
Parameters estimation of one population // Statistika / Bahovec, Vlasta ; Erjavec, Nataša, editor(s).
Zagreb : Element d.o.o., 2015. Str. 240-286.

2. Arnerić, Josip; Lolić, Ivana.
Hypothesis testing about parameters of one population // Statistika / Bahove, Vlasta ; Erjavec, Nataša, editor(s).
Zagreb : Element d.o.o., 2015. Str. 287-324.

3. Arnerić, Josip; Lolić, Ivana.
Chi-square test // Statistika / Bahovec, Vlasta ; Erjavec, Nataša, editor(s).
Zagreb : Element d.o.o., 2015. Str. 401-420.

4. Tipurić, Darko; Tomšić, Dina; Arnerić, Josip.
The Role of Corporate Reputation in Enhancing Dynamic Capabilities // Dynamics of organizational change: Beyond identity and reputation / Tipurić, D., Vrdoljak Raguž, I. i Daraboš, M, editor(s).
Harlow : Pearson Education Limited, 2015. Str. 8-28.

5. Visković, Josip; Arnerić, Josip.
Measuring financial stability using composite index approach of banking stability in Central and East European countries // Financije nakon krize: Forenzika, etika i održivost / Ćurak, Marijana ; Kundid, Ana ; Visković, Josip, editor(s).
Split : Sveučilište u Splitu, Ekonomski fakultet, 2014. Str. 225-242.

6. Arnerić, Josip.
Modelling of financial markets volatility // Matematički modeli u analizi razvoja hrvatskog financijskog tržišta / Aljinović, Zdravka ; Marasović Branka, editor(s).
Split : Ekonomski fakultet Split, 2012. Str. 131-158.

7. Pečarić, Mario; Arnerić, Josip; Radić Marina.
Comparative analysis of capital markets financial integration between Croatia and other CEE countries with EU members // Financijska tržišta i institucije Republike Hrvatske u procesu uključivanja u Europsku uniju / Prihaska, Zdenko ; Dimitrić, Mira ; Blažić, Helena, editor(s).
Rijeka : EFRI, 2012. Str. 111-148.
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  Textbooks and scripts
 

1. Bahovec, Vlasta; Dumičić, Ksenija; Erjavec, Nataša; Čižmešija, Mirjana; Kurnoga, Nataša; Arnerić, Josip; Čeh Časni, Anita; Jakšić, Saša; Sorić, Petar; Žmuk, Berislav; Palić, Irena; Lolić, Ivana.
Statistics / Bahovec, Vlasta ; Erjavec, Nataša, editor(s).
Zagreb : Element d.o.o., 2015.
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  Journal articles and review articles in CC journals
 

1. Šestanović, Tea; Arnerić, Josip.
Neural network structure identification in inflation forecasting. // Journal of forecasting. 39 (2020) , 6; 935-952 (journal article). URL link to workURL link to work

2. Arnerić, Josip; Matković, Mario; Sorić, Petar.
Comparison of range-based volatility estimators against integrated volatility in European emerging markets. // Finance Research Letters. 28 (2019) ; 118-124 (journal article). URL link to workURL link to work

3. Šestanović, Tea; Arnerić, Josip; Aljinović, Zdravka.
Non-structural approach to implied moments extraction. // Ekonomska istraživanja. 31 (2018) , 1; 1923-1939 (journal article). URL link to workURL link to work

4. Borozan, Đula; Arnerić, Josip; Ćorić, Ilija.
A comparative study of net entrepreneurial productivity in developed and post-transition economies. // International Entrepreneurship and Management Journal. 13 (2017) , 3; 855-880 (journal article). URL link to workURL link to work

5. Škrabić Perić, Blanka; Sorić, Petar; Arnerić, Josip.
The Fisher effect at the borders of the European Monetary Union : evidence from post-communist countries. // Post-communist economies. 25 (2013) , 3; 309-324 (journal article). URL link to workURL link to work
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  Scientific papers in other journals
 

1. Arnerić, Josip.
Realized Density Estimation Using Intraday Prices. // Croatian Review of Economic, Business and Social Statistics (CREBSS). 6 (2020) , 1; 1-9 (journal article). URL link to workURL link to work

2. Arnerić, Josip; Mateljan, Mladen.
THE ANALYSIS OF INTERDEPENDENCIES BETWEEN CAPITAL MARKET AND CRYPTOCURRENCY MARKET. // Ekonomska misao i praksa : časopis Sveučilista u Dubrovniku. XXVIII (2019) , 2; 449-465 (preliminary note). URL link to work

3. Arnerić, Josip; Matković, Mario.
Challenges of integrated variance estimation in emerging stock markets. // Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu. 37 (2019) , 2; 713-739 (preliminary note). URL link to workURL link to work

4. Arnerić, Josip; Poklepović, Tea; Wen Teai, Juin.
Neural network approach in forecasting realized variance using high-frequency data. // Business systems research. 9 (2018) , 2; 18-34 (journal article). URL link to workURL link to work

5. Arnerić, Josip; Škrabić Perić, Blanka.
PANEL GARCH MODEL WITH CROSS-SECTIONAL DEPENDENCE BETWEEN CEE EMERGING MARKETS IN TRADING DAY EFFECTS ANALYSIS. // Romanian Journal of Economic Forecasting. 21 (2018) , 4; 71-84 (journal article). URL link to work

6. Udorović, Dino; Arnerić, Josip.
BETA CONVERGENCE NET BALANCE ANALYSIS OF CENTRAL AND EASTERN EUROPE COUNTRIES. // Oeconomicus. 2 (2017) , 5; 73-83 (journal article). URL link to work

7. Arnerić, Josip; Poklepović, Tea.
Nonlinear Extension of Asymmetric GARCH Model within Neural Network Framework. // Computer Science & Information Technology (CS & IT). 6 (2016) , 6; 101-111 (journal article). URL link to workURL link to work

8. Logožar, Tea; Arnerić, Josip.
Nonparametric volatility estimators. // Oeconomicus. 1 (2016) , 3; 8-19 (journal article). URL link to work

9. Tipurić, Darko; Barišić, Radoslav; Arnerić, Josip.
The Complexity of the Competitive Repertoire and Firm Performance. // European Journal of Economics and Management. 3 (2016) , 1; 7-22 (journal article).

10. Arnerić, Josip; Aljinović, Zdravka; Poklepović, Tea.
Extraction of market expectations from risk- neutral density. // Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu. 33 (2015) , 2; 235-256 (journal article). URL link to workURL link to work

11. Arnerić, Josip; Čeh Časni, Anita; Čular, Marko.
Adjusting for calendar effects of real retail trade turnover time series. // Croatian operational research review. 6 (2015) , 2; 305-319 (journal article). URL link to workURL link to work

12. Arnerić, Josip; Čeh Časni, Anita; Rozga, Ante.
Pre-adjustment proces of real retail trade series in Croatia. // The Business & Management Review. 6 (2015) , 2; 104-112 (journal article). URL link to work

13. Mihalič, Tanja; Garbin Praničević, Daniela; Arnerić, Josip.
The changing role of ICT competitiveness: Case of slovenian hotel Sector. // Ekonomska istraživanja. 28 (2015) , 1; 367-383 (journal article). URL link to work

14. Pervan, Maja; Pelivan Iva; Arnerić, Josip.
Profit Persistence and Determinants of Bank Profitability in Croatia. // Ekonomska istraživanja. 28 (2015) , 1; 284-298 (journal article).

15. Arnerić, Josip; Poklepović, Tea; Aljinović, Zdravka.
GARCH based artificial neural networks in forecasting conditional variance of stock returns. // Croatian operational research review. 5 (2014) , 2; 329-343 (journal article). URL link to workURL link to work

16. Pranić, Ljudevit; Garbin Praničević, Daniela; Arnerić, Josip.
Hotel Website Performance: Evidence from a Transition Country. // Tourism and Hospitality Management. 20 (2014) , 1; 45-60 (journal article). URL link to work

17. Visković, Josip; Arnerić, Josip; Rozga, Ante.
Volatility Switching Between Two Regimes. // International journal of social, human science and engineering. 4 (2014) , 3; 692-696 (journal article). URL link to work

18. Pervan, Maja; Arnerić, Josip; Ćurak, Marijana.
The Persistence of Insurers Profitability. // Croatian Operational Research Review. 4 (2013) ; 132-141 (journal article). URL link to work

19. Arnerić, Josip; Lolić, Ivana; Galetić, Juran.
Threshold parameter of the expected losses. // Croatian Operational Research Review. 3 (2012) , 1; 270-279 (journal article). URL link to work

20. Garbin Praničević, Daniela; Pranić, Ljudevit; Arnerić, Josip.
Small hotels' web site performance in transition countries: survey results from Croatia. // The Global Business & Economics Anthology (GBEA). 2 (2012) ; 247-258 (journal article).

21. Garbin Praničević, Daniela; Pivčević, Smiljana; Arnerić, Josip.
Technological innovation as the hotel’s processes quality factor: the case of Croatian hotel sector. // The Global Business & Economics Anthology (GBEA). II (2011) , 2; 425-435 (journal article).

22. Mihanović, Zoran; Arnerić, Josip; Pepur Mario.
Analysis of the degree and the structure of the use of market-oriented activities in adult education institutions with a different number of enrolled students. // Croatian Operational Research Review (CRORR). 2 (2011) ; 264-272 (journal article).

23. Pepur, Mario; Mihanović, Zoran; Arnerić, Josip.
Interdependence between relationship quality dimensions. // Croatian Operational Research Review. 2 (2011) ; 255-263 (journal article).

24. Pervan, Ivica; Arnerić, Josip; Malčak, Mario.
The information content of earnings and operating cash flows from annual report – analysis for Croatian listed companies. // Ekonomska istraživanja- Economic Research. 24 (2011) , 3; 102-114 (preliminary note).

25. Škrabić, Blanka; Arnerić, Josip.
Banking sector development in CEE countries: panel data approach. // International journal of sustainable economy. 3 (2011) , 3; 281-293 (journal article). URL link to work

26. Arnerić, Josip; Kordić, Lana.
Econometric Approach to Difference Equations Modeling of Exchange Rates Changes. // Croatian operational research review. 1 (2010) , 1; 234-243 (journal article). URL link to work

27. Arnerić, Josip; Jurun, Elza; Kordić, Lana.
Empirical Study of Real Retail Trade Turnover. // Proceedings of World Academy of Science, Engineering and Technology. 49 (2009) ; 637-641 (journal article). URL link to work

28. Arnerić, Josip; Jurun, Elza; Pivac, Snježana.
MUultivariate risk-return decision making within dynamic estimation. // Investigación operacional. 30 (2009) , 1; 11-19 (journal article). URL link to work

29. Arneric, Josip; Rozga, Ante.
Numerical Optimization within Vector of Parameters Estimation in Volatility Models. // International Journal of Business, Economics, Finance and Management Sciences. 1 (2009) , 4; 266-270 (journal article). URL link to work

30. Rozga, Ante; Arnerić Josip.
DEPENDENCE BETWEEN VOLATILITY PERSISTENCE, KURTOSIS AND DEGREES OF FREEDOM. // Investigacion Operacional. 30 (2009) , 1; 32-39 (journal article). URL link to work

31. Arnerić, Josip; Garbin Praničević, Daniela; Tadić, Ivana.
The use of human resources information system (HRIS) in Croatian hotels on the Adriatic Coast: A survey. // Global Business & Economics Antology. 1 (2007) ; 110-121 (journal article).

32. Jurun, Elza; Pivac, Snježana; Arnerić, Josip.
Historical and Prognostic Risk Measuring Across Stocks and Markets. // WSEAS transactions on business and economics. 4 (2007) , 8; 126-134 (journal article). URL link to work

33. Arnerić, Josip; Jurun, Elza; Pivac, Snježana.
Overcoming Multicolinearity by Orthogonal Transformation of the Explanatory Variables. // WSEAS Transactions on Business and Economics. 3 (2006) , 3; 184-191 (journal article).
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  Nonscientific papers in other journals
 

1. Arnerić, Josip; Protrka, Kristijan.
Models of analysis of variance (ANOVA). // Matematičko fizički list. LXX (2019) , 1; 25-32 (review article). URL link to work
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  Papers in the publishing process
 

1. Arnerić, Josip; Vladović, Luka.
MACROECONOMIC DETERMINANTS OF STOCK PRICES, EVIDENCE FROM CROATIA. // Ekonomski pregled : mjesečnik Hrvatskog društva ekonomista Zagreb. (2020) (accepted for publication). URL link to work
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  Scientific conference papers with international peer-review
 

1. Arnerić, Josip; Kordić, Lana.
Contribution of Private Sector to the Effectiveness of Health Care Provision // Proceedings of the 14th International Symposium on OPERATIONAL RESEARCH, SOR'17 / Zadnik Stirn, L. ; Kljajić Borštnar, M. ; Žerovnik, J. ; Drobne, S., editor(s).
Ljubljana : Slovenian Society Informatika – Section for Operational Research, 2017. 359-364 (lecture,international peer-review,published,scientific). URL link to work

2. Mlinarić, Danijel; Mišević, Petar; Arnerić, Josip.
Commercial Bank Profitability Analysis: Evidence from Croatia // Prodeedings of International Conference on Law, Education, Business and Interdisciplinary Studies (LEBIS-17) / Angela Roman, Wijdan Eltijani Elsiddig Abbas, Anna Stoynova Andonova, Avarvarei Bogdan-Vlad, editor(s).
2017. 127-131 (lecture,international peer-review,published,scientific). URL link to work

3. Arnerić, Josip; Čižmešija, Mirjana; Sorić, Petar.
ANALYSIS OF THE LEVERAGE EFFECT – EVIDENCE FROM LJUBLJANA STOCK EXCHANGE // Proceedings of the 13th International Symposium on Operational Research, Bled, Slovenia / Stirn, Zadnik L. ; Žerovnik J. ; Borštnar, Kljajić M. ; Drobne S., editor(s).
Ljubljana, 2015. 273-278 (lecture,international peer-review,published,scientific). URL link to work

4. Arnerić, Josip; Lolić, Ivana; Poklepović, Tea.
Algorithms for Maximum Likelihood Estimation of GARCH Models // Proceedings of the 13th International Symposium on Operational Research, SOR 2015, Bled, Slovenia, September 23-25, 2015 / Zadnik Stirn, L ; Žerovnik, J. ; Kljajić Borštar, M. ; Drobne, S., editor(s).
Ljubljana : Slovenian Society Informatika - Section for Operational Research, 2015. 273-278 (lecture,international peer-review,published,scientific). URL link to work

5. Tipurić, Darko; Tomšić, Dina; Arnerić, Josip.
The Role of Corporate Reputation in Enhancing Dynamic Capabilities // 3rd International OFEL Conference on Governance, Management and Entrepreneurship – The Quest for Organizational Identity: Exploring Socially Constructed Realities / Tipurić, Darko ; Daraboš, Maja, editor(s).
Zagreb : CIRU - Governance research and Development Centre, 2015. 43-58 (international peer-review,published,scientific).

6. Kordić, Lana; Arnerić, Josip.
Differences in the efficiency of various health care providers in Croatia. // Proceedings of International Scientific Conference From Global Crises to Economic Growth. Which Way to take?.
(lecture,international peer-review,published,scientific).

7. Arnerić, Josip; Pleli, Nada; Škrinjarić, Tihana.
Impact of social security on fertility – a panel data analysis // Proceedings of the 11th International Symposium on Operational Research SOR '11 / L. Zadnik Stirn, J. Žerovnik, J. Povh, S. Drobne, A. Lisec, editor(s).
Ljubljana : Slovenian Society Informatika Section for Operations Research, 2011. 309-314 (lecture,international peer-review,published,scientific). URL link to work

8. Arnerić, Josip; Erjavec, Nataša.
Regime switching modelling of structural changes caused by financial crisis // Proceedings of the 5th International Conference An Enterprise Odyssey : From Crisis to Prosperity - Challenges for Government and Business / Galetić, L., Spremić, M., Ivanov, M., editor(s).
Zagreb : Faculty of Economics and Business, 2010. 79-80 (lecture,international peer-review,published,scientific).

9. Arnerić, Josip; Jurun, Elza; Rozga, Ante.
The Significance of Non-Financial Information Flows in Risk Management // Proceedings of 2010 International Conference on Education and Management Technology / Zeng Zhu, editor(s).
Cairo, Egypt : IEEE, 2010. 70-74 (lecture,international peer-review,published,scientific). prilozen text rada

10. Bilić, Ivana; Arnerić, Josip.
Influence of various information on price movements at the Zagreb stock exchange // Abstracts of the 5th International Conference An Enterprise Odyssey : From Crisis to Prosperity - Challenges for Government and Business / Galetić, L. ; Spremić, M. ; Ivanov, M., editor(s).
Zagreb : Faculty of Economics and Business, 2010. 83-83 (lecture,international peer-review,published,scientific).

11. Arnerić, Josip; Rozga, Ante.
Numerical Optimization within Vector of Parameters Estimation in Volatility Models. // Proceedings of International Conference on Statistics and Mathematics.
Dubai, 2009. 632-636 (lecture,international peer-review,published,scientific). prilozen text radaURL link to work

12. Arnerić, Josip; Škrabić, Blanka; Erjavec, Nataša.
Cross-countries capital markets development analysis in framework of dynamic panel models // Proceedings of the 10th International Symposium on Operational Research (SOR'09) / Strin, Zadnik Lidija. ; Žerovnik, Janez ; Drobne, Samo ; Lisec, Anka, editor(s).
Ljubljana : Slovenian Society Informatika, Section for Operational Research, 2009. 301-310 (lecture,international peer-review,published,scientific).

13. Mihanović, Zoran; Arnerić, Josip; Pepur, Mario.
Diffrences testing betwen clusters: Evidence from market orientation of croatian faculties // Procedings of the 10th International Symposium on OPERATIONAL RESEARCH, 2009. / Zadnik, Stirn L. ; Žerovnik J. ; Drobne S. ; Lisec A., editor(s).
Nova Gorica, Slovenia : Slovensko društvo Informatika (SDI). Sekcija za operacijske raziskave (SOR), 2009. 535-544 (lecture,international peer-review,published,scientific).

14. Rozga, Ante; Arnerić, Josip.
Dependence between Volatility, Persistence, Kurtosis and Degrees of Freedom. // International Conference on Operational Research, Časopis Investigacion Operacional.
Havana, Kuba, 2009. 32-39 (lecture,international peer-review,published,scientific). prilozen text rada

15. Cota, Boris; Erjavec, Nataša; Arnerić, Josip.
The Impact of Macroeconomic Variables on Croatian Stock Market // Proceedings of the 4th International Conference "An Enterprise Odyssey : Tourism - Governance and Entrepreneurship" / Galetić, Lovorka ; Čavlek Nevenka, editor(s).
Zagreb : Faculty of Economics and Business, 2008. (lecture,international peer-review,published,scientific).

16. Rozga, Ante; Secer, Ana; Arneric, Josip.
The Analysis and Forecasting of Unemployment in Croatia // Hawaii International Conference on Statistics, Mathematics and Related Fields, Conference Proceedings.
Honolulu, 2008. 1-7 (lecture,international peer-review,published,scientific). prilozen text radaURL link to work

17. Arnerić, Josip; Babić, Zoran; Škrabić Blanka.
Maximization of the Likelihood Function in Financial Time Series Models // Quantitative Economics and Finance / Boričić, Branislav ; Jovičić Milena, editor(s).
Beograd : Čugura Print - Beograd, 2007. 1-12 (lecture,international peer-review,published,scientific). prilozen text rada

18. Arnerić, Josip; Jurun, Elza; Pivac Snježana.
Theoretical Distributions in Risk Measuring on Stock Market // Proceedings of the 8th WSEAS International Conference on Mathematics and Computers in Business and Economics.
Vancouver : WSEAS Press, 2007. 194-199 (lecture,international peer-review,published,scientific). prilozen text rada

19. Arnerić, Josip; Jurun, Elza; Pivac, Snježana.
Stock Prices Tehnical Analysis // Proceedings of the 9th International Symposium on Operational Research (SOR'07) / Zadnik Stirn, Lidija ; Drobne, Samo, editor(s).
Nova Gorica : Slovensko društvo Informatika, Sekcija za operacijske raziskave, 2007. 397-402 (lecture,international peer-review,published,scientific). prilozen text rada

20. Arnerić, Josip; Jurun, Elza; Pivac, Snježana.
Time Varying Portfolio Risk Forecasting on Croatian Stock Market // Enterprise in Transition / Reić, Zlatan ; Fredotović, Maja, editor(s).
Split : Faculty of Economics, University of Split, 2007. (lecture,international peer-review,published,scientific). prilozen text rada

21. Erjavec, Nataša; Cota, Boris; Arnerić, Josip.
Comovements of Production Activity in Euro Area and Croatia // Proceedings of the 9th International Symposium on Operational Research in Slovenia, SOR’ 07 / Lidija Zadnik Strin i Samo Drobne, editor(s).
Ljubljana, Slovenija : SSI – Section for Operatiional Research, 2007. 293-299 (lecture,international peer-review,published,scientific).

22. Arnerić, Josip; Jurun, Elza; Pivac, Snježana.
Influence of investment funds development and beginning of EU negotiation on Croatian capital market volatility // Proceedings of the International Conference of the School of Economics and Business in Sarajevo (ICES 2006) From Transition to Sustainable Development : The Path to European Integration.
Sarajevo : School of Economics and Business, University of Sarajevo, 2006. 179-181 (lecture,international peer-review,published,scientific).

23. Arnerić, Josip; Jurun, Elza; Pivac, Snježana.
Parametric Forecasting of Value at Risk Using Heavy Tailed Distribution // Proceedings of the 11th Interbational Conference on Operational Research / Valter Boljunčić, editor(s).
Zagreb: HDOI : Original, Pula, 2006. 65-75 (lecture,international peer-review,published,scientific). prilozen text radaURL link to work

24. Arnerić, Josip; Jurun, Elza; Snježana, Pivac.
Factor Analysis as the Instrument in Relaxing the Assumptions of the Classical Model // Proceedings of the 7th WSEAS International Conference on Mathematics & Computers in Business & Economics.
2006. 7-12 (lecture,international peer-review,published,scientific).

25. Jurun, Elza; Arnerić, Josip.
Cross-tabulation Analysis of the Survey Research on the Moral Values // Proceedings of the 8th International Symposium on Operational Research.
Nova Gorica, 2005. 147-152 (lecture,international peer-review,published,scientific).
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  Other refereed conference papers
 

1. Cota, Boris; Erjavec, Nataša; Arnerić, Josip.
Forecasting of Stocks Returns Volatility in Croatia // Zbornik radova 10. znanstveno-stručne konferencije - Hrvatsko novčano tržište / Tržište novca Zagreb, Ekonomski fakultet Zagreb, editor(s).
Zagreb : TEB - poslovno savjetovanje d.o.o., 2007. 1-21 (lecture,domestic peer-review,published,expert).
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  Abstracts in Book of abstracts
 

1. Čuljak, Maria; Arnerić, Josip; Žiković, Saša.
How Accurately Stock Market Expectations can be Predicted? // Economics of Digital Transformation (EDT) DIGITOMICS 2018 / Drezgić, Saša, editor(s).
Rijeka : Ekonomski fakultet Sveučilište u Rijeci, 2019. (lecture,international peer-review,abstract,scientific).

2. Arnerić, Josip; Čeh Časni, Anita; Šoštarić, Antonio.
A statistical comparison of stock index volatility estimates using open, high, low and close prices // Book of abstracts 16th International Conference on Operational Research KOI 2016 / Scitovski, R ; Zekić-Sušac, M., editor(s).
Osijek : Croatian Operational Research Society, 2016. (lecture,international peer-review,abstract,scientific).

3. Jurun, Elza; Arnerić, Josip; Kordić, Lana.
National economy challenges in Croatia within global crisis environment // 23rd European conference on operational research (EURO XXIII) : Book of abstracts.
2009. 210-210 (lecture,international peer-review,abstract,scientific).

4. Rozga, Ante; Marasović, Toni; Arnerić Josip.
Forecasting with Intervention: Tourism in Croatia // .
(lecture,international peer-review,abstract,scientific). prilozen text rada

5. Arnerić, Josip; Elza, Jurun; Snježana Pivac.
Econometric Approach to Direct and Indirect Effects on Profit in Business Environment // Book of Abstracts, EURO XXI.
Prag, 2007. 78 (lecture,international peer-review,abstract,scientific). prilozen text rada
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  Unpublished papers
 

1. Visković, Josip; Arnerić, Josip.
Forecasting volatility between two regime states : the case of Central and East European countries // .
(lecture,international peer-review,unpublished,scientific).

2. Arnerić, Josip.
Models and method of financial time series analysis // .
(invited talk,unpublished,scientific). URL link to work
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  Dissertations
 

1. Arnerić, Josip.
Univariate and multivariate GARCH models in analysis of Croatian capital market integration / doctoral thesis.
Split : Ekonomski fakultet, 26.03. 2010, 196 pages. Mentor: Erjavec, Nataša.
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  Master thesis
 

1. Arnerić, Josip.
Econometric approach to risk modelling at Croatian capital market / pre-Bologna master thesis.
Zagreb : Ekonomski fakultet, 16.11. 2007, 152 pages. Mentor: Erjavec, Nataša.
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  Other papers
 

1. Bahovec, Vlasta; Dumičić, Ksenija; Erjavec, Nataša; Čižmešija, Mirjana; Kurnoga, Nataša; Arnerić, Josip; Čeh Časni, Anita; Jakšić, Saša; Sorić, Petar; Žmuk, Berislav; Palić, Irena; Lolić, Ivana.
Review of Formulas in Statistics, 2015.

2. Arnerić, Josip.
Parameters estimation of GARCH model using Solver, 2010.
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  Mentoring
 

1. Čuljak, Maria.
Prediction accuracy analysis of option pricing models using high-frequency data / postgraduate specialist thesis.
Zagreb : Ekonomski fakultet, 09.10. 2019, 115 pages. Mentor: Arnerić, Josip.URL link to work

2. Matković, Mario.
ANALYSIS OF REALIZED VOLATILITY ESTIMATORS OF EUROPEAN STOCK INDICES / doctoral thesis.
Split : Ekonomski fakultet, 06.09. 2018, 131 pages. Mentor: Arnerić, Josip.URL link to work

3. Poklepović, Tea.
Neural Network Structure Identification in Measurement of Expected Inflation / doctoral thesis.
Split : Ekonomski fakultet, 26.10. 2017, 269 pages. Mentor: Arnerić, Josip.URL link to work
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