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Work
- Onno Kleen & Anastasija Tetereva (2022) - A Forest Full of Risk Forecasts for Managing Volatility - doi: 10.2139/ssrn.4161957
- Tomasz Potrawa & Anastasija Tetereva (2022) - How much is the view from the window worth?: Machine learning-driven hedonic pricing model of the real estate market - Journal of Business Research, 144, 50-65 - doi: 10.1016/j.jbusres.2022.01.027 - [link]
- F Audrino & Anastasija Tetereva (2019) - Sentiment spillover effects for US and European companies - Journal of Banking and Finance, 106, 542-567 - doi: 10.1016/j.jbankfin.2019.07.022 - [link]
- Anastasija Tetereva (2018) - Application of Multivariate Hawkes Graphs to Uncover Granger Causality of Financial News - [link]
- O Okhrin & Anastasija Tetereva (2017) - The Realized Hierarchical Archimedean Copula in Risk Modelling - Econometrics, 5 (26) - doi: 10.3390/econometrics5020026 - [link]
