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Home | People | Anastasija Tetereva

Anastasija Tetereva

Candidate Fellow

Erasmus University Rotterdam
Research field
Econometrics, Financial Econometrics, Networks, Risk and Uncertainty, Risk Management, Time Series Econometrics


Anastasija holds Diploma in Mathematics from the University of Latvia, Master’s Degree in Statistics from Humboldt University of Berlin, Germany, and PhD in Economics and Finance from the University of St. Gallen, Switzerland. Prior to joining EUR, she had postdoctoral appointment at the Swiss Institute for Empirical Economic research. Her research interests are mainly in the field of Financial Econometrics with a focus on statistical tools for modeling high-dimensional and high-frequency time series. Her second area of interest is the incorporation of sentiment data into econometric models. Currently, Anastasija is working on projects related machine learning in finance.

List of publications

Audrino, F. and Tetereva, A. (2019). Sentiment spillover effects for US and European companies Journal of Banking and Finance, 106:542--567.