6 citations · 13 across the 11 of their papers we have counts for
11 papers
Model complexity in econometrics - a combinatorial analysis
Vahidin Jeleskovic
Regression models and Vector Autoregressive Models (VARs) play crucial roles in econometrics by allowing the analysis of multiple variables simultaneously. Despite their utility, t…
ALICE: Combining Feature Selection and Inter-Rater Agreeability for Machine Learning Insights
Bachana Anasashvili, Vahidin Jeleskovic
This paper presents a new Python library called Automated Learning for Insightful Comparison and Evaluation (ALICE), which merges conventional feature selection and the concept of…
An Empirical Analysis of Scam Tokens on Ethereum Blockchain
Vahidin Jeleskovic
This article presents an empirical investigation into the determinants of total revenue generated by counterfeit tokens on Uniswap. It offers a detailed overview of the counterfeit…
The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method
Vahidin Jeleskovic, Yinan Wan
This study delves into the intra-industry effects following a firm-specific scandal, with a particular focus on the Facebook data leakage scandal and its associated events within t…
Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models
Dennis Koch, Vahidin Jeleskovic, Zahid I. Younas
This paper introduces a unique and valuable research design aimed at analyzing Bitcoin price volatility. To achieve this, a range of models from the Markov Switching-GARCH and Stoc…
Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches
Cristina Chinazzo, Vahidin Jeleskovic
This paper conducts an extensive analysis of Bitcoin return series, with a primary focus on three volatility metrics: historical volatility (calculated as the sample standard devia…
How industrial clusters influence the growth of the regional GDP: A spatial-approach
Vahidin Jeleskovic, Steffen Loeber
In this paper, we employ spatial econometric methods to analyze panel data from German NUTS 3 regions. Our goal is to gain a deeper understanding of the significance and interdepen…
The Analysis of the Relationship Between Movement of European Airport Gravity Centres and the Establishment of Air Alliances
Vahidin Jeleskovic, Anastasia Blokhina
This paper delves into the intricate relationship between the formation of air alliances and the shifts in airport and economic gravity centers across European countries during the…
Intraday Trading Algorithm for Predicting Cryptocurrency Price Movements Using Twitter Big Data Analysis
Vahidin Jeleskovic, Stephen Mackay
Cryptocurrencies have emerged as a novel financial asset garnering significant attention in recent years. A defining characteristic of these digital currencies is their pronounced…
Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
Vahidin Jeleskovic, Claudio Latini, Zahid I. Younas +1
The growing interest in cryptocurrencies has drawn the attention of the financial world to this innovative medium of exchange. This study aims to explore the impact of cryptocurren…
A novel statistical framework for the analysis of the degree of technology adoption
Vahidin Jeleskovic, David Alexander Behrens, Wolfgang Karl Härdle
Technology adoption research aims to determine the reasons why and how individuals, corporations, and industries start using new technology. Furthermore, technology adoption itself…