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Technology, employment and the business cycle in post-transition countries of the EU

Arčabić, Vladimir - In: Post-communist economies 28 (2016) 4, pp. 537-560

Persistent link: https://www.econbiz.de/10011709669

Rolling regression CAPM on Zagreb stock exchange : can investors profit from it?

Škrinjarić, Tihana - In: Economic review : journal of economics & business 16 (2018) 2, pp. 7-22

This paper explores possibilities of using rolling regression CAPM on the Zagreb Stock Exchange in portfolio and risk management. Since original model has many flaws, one of them including the assumption of constant parameters in the model, extending the model with the assumption of changing...

Persistent link: https://www.econbiz.de/10012012610

Grey model as a tool in dynamic portfolio selection : simple applications

Škrinjarić, Tihana - In: Artificial intelligence and big data for financial risk …, (pp. 1-16). 2023

Persistent link: https://www.econbiz.de/10014261345

Cointegration of electricity consumption and GDP in the presence of smooth structural changes

Arčabić, Vladimir; Gelo, Tomislav; Sonora, Robert; … - In: Energy economics 97 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10012820029

Century-long dynamics and convergence of income inequality among the US states

Arčabić, Vladimir; Kim, Kyoungtae; You, Yu; Lee, Junsoo - In: Economic modelling 101 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012796052

Public debt and economic growth conundrum : nonlinearity and inter-temporal relationship

Arčabić, Vladimir; Tica, Josip; Lee, Junsoo; Sonora, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 1, pp. 1-20

Persistent link: https://www.econbiz.de/10011886630

Persistence and stochastic convergence of euro area unemployment rates*

Krištić, Irena Raguž; Dumančić, Lucija Rogić; … - In: Economic modelling 76 (2019), pp. 192-198

Persistent link: https://www.econbiz.de/10012198315

International comovements of public debt

Isomitdinov, Hasan; Arčabić, Vladimir; Lee, Junsoo; … - In: Economic inquiry 62 (2024) 2, pp. 722-747

Persistent link: https://www.econbiz.de/10014541511

More than just supply and demand : macroeconomic shock decomposition in Croatia during and after the transition period

Barišić, Patrik; Kovač, Tibor; Arčabić, Vladimir - In: Structural change and economic dynamics : SC+ED 67 (2023), pp. 420-438

Persistent link: https://www.econbiz.de/10014464054

Transfer entropy approach for portfolio optimization : an empirical approach for CESEE markets

Škrinjarić, Tihana; Quintino, Derick; Ferreira, Paulo - In: Journal of risk and financial management : JRFM 14 (2021) 8, pp. 1-12

In this paper, we deal with the possibility of using econophysics concepts in dynamic portfolio optimization. The main idea of the research is that combining different methodological aspects in portfolio selection can enhance portfolio performance over time. Using data on CESEE stock market...

Persistent link: https://www.econbiz.de/10012626748