Author

Tea Poklepović

Observed name: Poklepović, Tea

Institution: University of Split

Observed institution: University of Split

OpenAlex ID: A5108385403

GARCH based artificial neural networks in forecasting conditional variance of stock returns

2014 · Josip Arnerić, Tea Poklepović, et al. · Croatian Operational Research Review · 51

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Stock selection using a hybrid MCDM approach

2014 · Tea Poklepović, Zoran Babić · Croatian Operational Research Review · 27

Neural Network Approach in Forecasting Realized Variance Using High-Frequency Data

2018 · Josip Arnerić, Tea Poklepović, et al. · Business Systems Research Journal · 22

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How to Measure Illiquidity on European Emerging Stock Markets?

2014 · Jelena Vidović, Tea Poklepović, et al. · Business Systems Research Journal · 14

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Best Fit Model for Yield Curve Estimation

2012 · Zdravka Aljinović, Tea Poklepović, et al. · Hrčak Portal of scientific journals of Croatia (University Computing Centre) · 10

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Markowitz' Model With Fundamental and Technical Analysis – Complementary Methods or Not

2011 · Branka Marasović, Tea Poklepović, et al. · Hrčak Portal of scientific journals of Croatia (University Computing Centre) · 8

Nonlinear Extension of Asymmetric Garch Model within Neural Network Framework

2016 · Josip Arnerić, Tea Poklepović · 6

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Extraction of market expectations from risk-neutral density

2015 · Josip Arnerić, Zdravka Aljinović, et al. · Zbornik radova Ekonomskog fakulteta u Rijeci · 3

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Portfolio selection model based on technical, fundamental and market value analysis

2012 · Tea Poklepović, Branka Marasović, et al. · 2

Identifikacija strukture neuronske mreže u mjerenju očekivane inflacije

2017 · Tea Poklepović · 1

Efficient Frontier - Comparing Different Volatility Estimators

2015 · Poklepović, Tea, Aljinović, Zdravka, et al. · Zenodo (CERN European Organization for Nuclear Research) · 1

Comparison of Altman Z Score and Bex Index as Predictors of Stock Price Movements on the Sample of Companies from Croatia

2014 · Tea Poklepović, Boris Peko, et al. · Conference proceedings - IEEE Instrumentation/Measurement Technology Conference · 1

Neural networks and vector autoregressive model in forecasting yield curve

2013 · Zdravka Aljinović, Tea Poklepović · International Conference in Information Technology · 1

Značaj valutnog odbora u odnosu na druge tečajne režime u održavanju fiskalne discipline i gospodarskog rasta na primjeru odabranih posttranzicijskih zemalja

2018 · Mario Pečarić, Tea Poklepović, et al.

The Meaning of Currency Board for Fiscal Discipline and Economic Growth: The Case of Selected Post-transitional Countries

2018 · Mario Pečarić, Tea Poklepović, et al. · RePEc: Research Papers in Economics

Moments Extractin from Implied Probability Distribution: Nonstructural Approach

2016 · Tea Poklepović, Zdravka Aljinović, et al.

Algorithms for Maximum Likelihood Estimation of GARCH Models

2015 · Josip Arnerić, Ivana Lolić, et al.

The Ability Of Forecasting The Term Structure Of Interest Rates Based On Nelson-Siegel And Svensson Model

2014 · Poklepović, Tea, Aljinović, Zdravka, et al. · Zenodo (CERN European Organization for Nuclear Research)

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Yield curve estimation with Nelson-Siegel model - case study on Croatian financial market

2012 · Zdravka Aljinović, Tea Poklepović, et al.

Procjena krivulje prinosa Nelson-Siegelovim modelom – studij slučaja na hrvatskom financijskom tržištu

2012 · Zdravka Aljinović, Tea Poklepović, et al.

Options Trading on World Stock Exchanges

2009 · Zdravka Aljinović, Tea Poklepović, et al. · Računovodstvo i financije

Trgovanje opcijama na svjetskim burzama

2009 · Zdravka Aljinović, Tea Poklepović, et al. · Računovodstvo i financije

Works count: 26

Citation count: 147

H-index: 6

I10-index: 5