dr. A (Anastasija) Tetereva

Erasmus School of Economics

Assistant professor | Econometrics

Email: tetereva@ese.eur.nl

Pure profile

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]

View all publications

Onno Kleen, Anastasija Tetereva, Gustavo Bulhoes Carvalho da Paz Freire, Maria Grith, Alberto Quaini & Rasmus Lonn (2023) - Financial Econometrics meets Machine Learning (FinEML) (Organiser)
Activity: Organising and contributing to an event › Academic

View all activities

Introduction to Data Science

Year: 2024
Course Code: FEM11149

Erasmus School of Economics well represented at annual SoFiE Conference in Seoul

Researchers Lumsdaine, Tetereva and Freire have distinguished themselves during the annual conference of the Society for Financial Econometrics.

Thursday 22 Jun 2023
General

Master's thesis Tomasz Potrawa turns into a publication

Alumnus Tomasz Potrawa has seen his thesis turn into a publication in the Journal of Business Research.

Thursday 10 Feb 2022
Publication