Anastasija Tetereva

University of St. Gallen

Langgasse 1

St. Gallen, 9008

Switzerland

SCHOLARLY PAPERS

3

DOWNLOADS

521

SSRN CITATIONS

3

CROSSREF CITATIONS

2

Scholarly Papers (3)

1.

Sentiment Spillover Effects for US and European Companies

Number of pages: 42 Posted: 24 Apr 2017
Francesco Audrino and Anastasija Tetereva
University of St. Gallen and University of St. Gallen
Downloads 232 (179,614)
Citation 7

Abstract:

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TRMI, sentiment, news, lasso, Granger causality, news networks

2.

Forecasting Realized Correlations: A MIDAS Approach

Number of pages: 33 Posted: 27 Mar 2019
Alexander Kostrov and Anastasija Tetereva
University of St. Gallen and University of St. Gallen
Downloads 175 (235,355)

Abstract:

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Mixed-data sampling, Forecasting, Realized covariance

3.
Downloads 114 (324,045)

Abstract:

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Early Warning Indicator, Financial Contagion, High-Dimensional Hawkes Graphs, Sentiment Analysis