Anastasija Tetereva

University of St. Gallen

Langgasse 1

St. Gallen, 9008

Switzerland

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SCHOLARLY PAPERS

3

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521

SSRN CITATIONS

3

CROSSREF CITATIONS

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Scholarly Papers (3)

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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:

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:

3.

Do Financial Companies Communicate to One Another in the News? (Application of Multivariate Hawkes Graphs to Uncover Granger Causality of Financial News)

Number of pages: 33 Posted: 08 Mar 2018

Anastasija Tetereva

University of St. Gallen

Downloads 114 (324,045)

Abstract:

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