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Anastasija Tetereva

Observed name: Tetereva, Anastasija
ORCID: 0000-0002-1322-245X
Observed ORCID: 0000-0002-1322-245X
OpenAlex ID: A5058343760
How much is the view from the window worth? Machine learning-driven hedonic pricing model of the real estate market
2022 · Tomasz Potrawa, Anastasija Tetereva · Journal of Business Research · 97
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Sentiment spillover effects for US and European companies
2019 · Francesco Audrino, Anastasija Tetereva · Journal of Banking & Finance · 65
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The Realized Hierarchical Archimedean Copula in Risk Modelling
2017 · Ostap Okhrin, Anastasija Tetereva · Econometrics · 14
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A Forest Full of Risk Forecasts for Managing Volatility
2022 · Onno Kleen, Andre A. P. Santos, et al. · SSRN Electronic Journal · 5
Advancing Markowitz: Asset Allocation Forest
2024 · Luis Ormonde Bettencourt, Anastasija Tetereva, et al. · SSRN Electronic Journal · 1
Forecasting Realized Correlations: A MIDAS Approach
2019 · Alexander Kostrov, Anastasija Tetereva · SSRN Electronic Journal · 1
Read (between) the lines
2026 · Anastasija Tetereva, Stefan Voigt, et al. · SSRN Electronic Journal
Forecast Combination for Tail Risk with Regulator-Aware Decision Trees
2026 · Anastasija Tetereva, Ekaterina Kazak · SSRN Electronic Journal
Asset Pricing Factors with Conditionally Sorted Characteristics
2026 · Gustavo Freire, Rasmus Lönn, et al. · SSRN Electronic Journal
Nelson-Siegel Autoencoders for Global Yield Curve Forecasting
2026 · Aaron Popa, Maria Grith, et al. · SSRN Electronic Journal
Can Machines Learn Electricity Hedging Regimes? State-Dependent Minimum-Variance Hedging in German Power Futures
2026 · Anastasija Tetereva, Evghenii Surujiu, et al. · SSRN Electronic Journal
Read (between) the lines
2025 · Christiaan van den Berg, Maarten Jansen, et al. · SSRN Electronic Journal
Spanning the Achievable Stochastic Discount Factor with Asset Pricing Trees
2025 · Cil Bemelmans, Rasmus Lönn, et al. · SSRN Electronic Journal
From Rich Data to Rich Insights (Using Tabular, Image, and Text Data for Machine Learning-driven Hedonic Pricing)
2025 · Michele Pozzi, Anastasija Tetereva · SSRN Electronic Journal
Flexible spatial models on the example of temperature in China
2012 · Tetereva, Anastasija
Works count: 16
Citation count: 183
H-index: 4
I10-index: 3
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