| (M13) Monografska studija/poglavlje u knjizi M11 ili rad u tematskom zborniku vodećeg međunarodnog značaja | Lento, C., Gradojevic, N. (2013). “The Effectiveness of Option Pricing Models During Financial Crises.” In: Wehn, C.S., Hoppe, C., Gregoriou, G.N. (Eds)., Rethinking Valuation and Pricing Models: Lessons Learned from the Crisis and Future Challenges. Academic Press, Elsevier Inc., pp. 1–11. |
| (M21a) Rad u međunarodnom časopisu izuzetnih vrednosti | Gradojević N., Kukolj D., Adcock R., Đaković V.: Forecasting Bitcoin with technical analysis: A not-so-random forest?, International Journal of Forecasting, 2023, Vol. 39, No. 1, pp. 1-17, ISSN 0169-2070 |
| (M21a) Rad u međunarodnom časopisu izuzetnih vrednosti | Gradojević N., Gencay R.: Financial Applications of Nonextensive Entropy, IEEE Signal Processing Magazine, 2011, Vol. 28, No. 5, pp. 116-141, ISSN 1053-5888 |
| (M21a) Rad u međunarodnom časopisu izuzetnih vrednosti | Gradojević N., Kukolj D.: Parametric option pricing: A divide-and-conquer approach, Physica D: Nonlinear Phenomena, 2011, Vol. 240, No. 19, pp. 1528-1535, ISSN 0167-2789 |
| (M21a) Rad u međunarodnom časopisu izuzetnih vrednosti | Gradojević N., Gencaj ., Kukolj D.: Option Pricing with Modular Neural Networks, IEEE Transactions on Neural Networks, 2009, Vol. 20, No. 4, pp. 626-637, ISSN 1045-9227 |
| (M21) Rad u vrhunskom međunarodnom časopisu | Gradojević N., Kukolj D.: Unlocking the black box: Non-parametric option pricing before and during COVID-19, Annals of Operations Research, 2022, ISSN 0254-5330 |
| (M21) Rad u vrhunskom međunarodnom časopisu | Gradojević N., Tsiakas I.: Volatility cascades in cryptocurrency trading, Journal of Empirical Finance, 2021, Vol. 62, pp. 252-265, ISSN 0927-5398 |
| (M21) Rad u vrhunskom međunarodnom časopisu | Gradojević N.: Brexit and foreign exchange market expectations: Could it have been predicted?, Annals of Operations Research, 2021, Vol. 297, pp. 167-189, ISSN 0254-5330 |
| (M21) Rad u vrhunskom međunarodnom časopisu | Gradojević N., Gencay R., Erdemlioglu D.: A new wavelet-based ultra-high-frequency analysis of triangular currency arbitrage, Economic Modelling, 2020, Vol. 85, pp. 57-73, ISSN 0264-9993 |
| (M21) Rad u vrhunskom međunarodnom časopisu | Gencay R., Gradojević N.: The tale of two financial crises: An entropic perspective, Entropy, 2017, Vol. 19, No. 6, ISSN 1099-4300 |
| (M21) Rad u vrhunskom međunarodnom časopisu | Gradojević N., Gencay R.: Fuzzy Logic, Trading Uncertainty and Technical Trading, Journal of Banking and Finance, 2013, Vol. 37, No. 2, pp. 578-586, ISSN 0378-4266 |
| (M21) Rad u vrhunskom međunarodnom časopisu | Nikola Gradojevic. "Non-linear, Hybrid Exchange Rate Modelling and Trading Profitability in the Foreign Exchange Market", Journal of Economic Dynamics and Control 31 (2), 557-574 (2007). |
| (M21) Rad u vrhunskom međunarodnom časopisu | Gencay, Ramazan; Gradojevic, Nikola, The tale of two financial crises: An entropic perspective, Entropy, 19(6), 2017, p. 244.
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| (M21) Rad u vrhunskom međunarodnom časopisu | Nikola Gradojevic, Ramazan Gençay. "Fuzzy logic, trading uncertainty and technical trading", Journal of Banking & Finance, Volume 37, Issue 2, February 2013, Pages 578–586. |
| (M21) Rad u vrhunskom međunarodnom časopisu | Nikola Gradojevic and Ramo Gençay, “Financial Applications of Non-extensive Entropy”, IEEE Signal Processing Magazine 28 (5), 116-141 (2011). |
| (M22) Rad u istaknutom međunarodnom časopisu | Nikola Gradojevic, Dragan Kukolj, "Parametric option pricing: A divide-and-conquer approach", Physica D: Nonlinear Phenomena, Volume 240, Issue 19, 15 September 2011, pp. 1528–1535. |
| (M22) Rad u istaknutom međunarodnom časopisu | Nikola Gradojevic, Ramo Gençay, “Crash of "87 - Was it Expected? Aggregate Market Fears and Long Range Dependence”, Journal of Empirical Finance 17 (2), 270-282 (2010). |
| (M22) Rad u istaknutom međunarodnom časopisu | Ramo Gençay, Nikola Gradojevic, Faruk Selcuk and Brandon Whitcher, “Asymmetry of Information Flow between Volatilities Across Time Scales”, Quantitative Finance 10 (8), 895-915 (2010). |
| (M22) Rad u istaknutom međunarodnom časopisu | Nikola Gradojevic, Ramo Gençay and Dragan Kukolj, "Option Pricing with Modular Neural Networks", IEEE Transactions on Neural Networks 20 (4), 626-637 (2009). |
| (M22) Rad u istaknutom međunarodnom časopisu | Nikolić S., Gradojević N., Đaković V., Mladenović V., Stanković J.: The marketing-entrepreneurship paradox: A frequency-domain analysis, E and M Ekonomie a Management, 2017, Vol. 20, No 3, pp. 207-218, ISSN 1212-3609, UDK: DOI: 10.15240/tul/001/2017-3-014 |
| (M22) Rad u istaknutom međunarodnom časopisu | Erdemlioglu D., Gradojević N.: Heterogeneous investment horizons, risk regimes and realized jumps, International Journal of Finance and Economics, 2021, Vol. 26, No. 1, pp. 617-643, ISSN 1076-9307 |
| (M22) Rad u istaknutom međunarodnom časopisu | Adcock R., Gradojević N.: Non-fundamental, non-parametric Bitcoin forecasting, Physica A: Statistical Mechanics and Its Applications, 2019, No. 531, ISSN 0378-4371 |
| (M22) Rad u istaknutom međunarodnom časopisu | Gradojević N., Carić M.: Predicting Systemic Risk with Entropic Indicators, Journal of Forecasting, 2017, Vol. 36, No. 1, pp. 16-25, ISSN 0277-6693 |
| (M22) Rad u istaknutom međunarodnom časopisu | Nikolić S., Gradojević N., Đaković V., Mladenović V., Spajić (Stanković) J.: The marketing-entrepreneurship paradox: A frequency-domain analysis, E and M Ekonomie a Management, 2017, Vol. 20, No. 3, pp. 207-218, ISSN 1212-3609, UDK: DOI: 10.15240/tul/001/2017-3-014 |
| (M22) Rad u istaknutom međunarodnom časopisu | Gradojević N., Lento C.: Multiscale Analysis of Foreign Exchange Order Flows and Technical Trading Profitability, Economic Modelling, 2015, Vol. 47, pp. 156-165, ISSN 0264-9993 |
| (M22) Rad u istaknutom međunarodnom časopisu | Gencay R., Gradojević N.: Private information and its origins in an electronic foreign exchange market, Economic Modelling, 2013, Vol. 33, pp. 86-93, ISSN 0264-9993 |
| (M22) Rad u istaknutom međunarodnom časopisu | Gradojević N., Dobardžić E.: Causality between regional stock markets: A frequency domain approach, Panoeconomicus, 2013, Vol. 60, No. 5, pp. 633-647, ISSN 1452-595X |
| (M22) Rad u istaknutom međunarodnom časopisu | Gencay R., Gradojević N., Selcuk F., Whitcher B.: Asymmetry of Information Flow between Volatilities Across Time Scales, Quantitative Finance, 2010, Vol. 10, No. 8, pp. 895-915, ISSN 1469-7688 |
| (M22) Rad u istaknutom međunarodnom časopisu | Gencay R., Gradojević N.: Crash of '87 -- Was it expected?: Aggregate market fears and long-range dependence, Journal of Empirical Finance, 2010, Vol. 17, No. 2, pp. 270-282, ISSN 0927-5398 |
| (M23) Rad u međunarodnom časopisu | Gradojević N., Erdemlioglu D., Gencay R.: Informativeness of trade size in foreign exchange markets, Economics Letters, 2017, Vol. 150, pp. 27-33, ISSN 0165-1765 |
| (M23) Rad u međunarodnom časopisu | Gradojević N.: Multi-criteria Classification for Pricing European Options, Studies in Nonlinear Dynamics and Econometric, 2016, Vol. 20, No. 2, pp. 123-139, ISSN 1081-1826 |
| (M23) Rad u međunarodnom časopisu | Gradojević N.: Foreign exchange customers and dealers: Who's driving whom?, Finance Research Letters, 2015, Vol. 11, No. 3, pp. 213-218, ISSN 1544-6123 |
| (M23) Rad u međunarodnom časopisu | Gradojević N.: Frequency domain analysis of foreign exchange order flows, Economics Letters, 2012, Vol. 115, No. 1, pp. 73-76, ISSN 0165-1765 |
| (M23) Rad u međunarodnom časopisu | Gencay R., Gradojević N.: Errors-in-Variables Estimation with Wavelets, Journal of Statistical Computation and Simulation, 2011, Vol. 81, No. 11, pp. 1545-1564, ISSN 0094-9655 |
| (M23) Rad u međunarodnom časopisu | Gradojević N., Đaković V., Anđelić G.: Random Walk Theory and Exchange Rate Dynamics in Transition Economies, Panoeconomicus, 2010, Vol. 57, No. 3, pp. 303-320, ISSN 1452-595X, UDK: 330.342:336.748 |
| (M23) Rad u međunarodnom časopisu | ***Autori: Gradojevic, N. and Gencay, R Naziv: Overnight Interest Rates and Aggregate Market Expectations Naziv časopisa: Economics Letters - <u>Nisu povezani autori</u><font style="color:#b3b300;">**greska**</font> |
| (M23) Rad u međunarodnom časopisu | ***Autori: Gradojevic, N. Naziv: The Microstructure of the Canada/U.S. dollar Exchange Rate: A Robustness Test Naziv časopisa: Economics Letters - <u>Nisu povezani autori</u><font style="color:#b3b300;">**greska**</font> |
| (M23) Rad u međunarodnom časopisu | ***Autori: Gradojevic, N. Naziv: A Market Microstructure Analysis of the Canadian Dollar Depreciation Episodes in the 1990s Naziv časopisa: Applied Financial Economics - <u>Nisu povezani autori</u><font style="color:#b3b300;">**greska**</font> |
| (M23) Rad u međunarodnom časopisu | ***Autori: Gradojevic, N. Naziv: Non-linear, Hybrid Exchange Rate Modelling and Trading Profitability in the Foreign Exchange Market Naziv časopisa: Journal of Economic Dynamics and Control - <u>Nisu povezani autori</u><font style="color:#b3b300;">**greska**</font> |
| (M23) Rad u međunarodnom časopisu | ***Autori: Lento, C. and Gradojevic, N. Naziv: The Profitability of Technical Trading Rules: A Combined Signal Approach Naziv časopisa: Journal of Applied Business Research - <u>Nisu povezani autori</u><font style="color:#b3b300;">**greska**</font> |
| (M23) Rad u međunarodnom časopisu | ***Autori: Lento, C., Gradojevic, N. and Wright, C. Naziv: Investment Information Content in Bollinger Bands? Naziv časopisa: Applied Financial Economics Letters - <u>Nisu povezani autori</u><font style="color:#b3b300;">**greska**</font> |
| (M23) Rad u međunarodnom časopisu | ***Autori: Gradojevic, N. and Yang, J. Naziv: Non-linear, Non-parametric, Non-fundamental Exchange Rate Forecasting Naziv časopisa: Journal of Forecasting - <u>Nisu povezani autori</u><font style="color:#b3b300;">**greska**</font> |
| (M23) Rad u međunarodnom časopisu | ***Autori: Wright, C, Sayed, N. and Gradojevic, N. Naziv: Venture Capital: Prophesying and Managing Risk for Profit Naziv časopisa: Journal of Accounting and Finance Research - <u>Nisu povezani autori</u><font style="color:#b3b300;">**greska**</font> |
| (M23) Rad u međunarodnom časopisu | Ramo Gençay and Nikola Gradojevic, “Errors-in-Variables Estimation with No Instruments”, Journal of Statistical Computation and Simulation 81 (11), 1545-1564 (2011). |
| (M23) Rad u međunarodnom časopisu | Nikola Gradojevic, “Frequency Domain Analysis of Foreign Exchange Order Flows”, Economics Letters 115, 73-76 (2012). |
| (M23) Rad u međunarodnom časopisu | Nikola Gradojevic, V. Djakovic and G. Andjelic, "Random Walk Theory and Exchange Rate Dynamics in Transition Economies" , Panoeconomicus 57 (3), 303-320 (2010). |
| (M23) Rad u međunarodnom časopisu | Nikola Gradojevic, Ramo Gençay, "Overnight Interest Rates and Aggregate Market Expectations", Economics Letters 100 (1), 27-30 (2008). |
| (M23) Rad u međunarodnom časopisu | Nikola Gradojevic, "The Microstructure of the Canada/U.S. Dollar Exchange Rate: A Robustness Test", Economics Letters 94 (3), 426-432 (2007). |
| (M23) Rad u međunarodnom časopisu | Nikola Gradojevic, Jing Yang, "Non-linear, Non-parametric, Non-fundamental Exchange Rate Forecasting", Journal of Forecasting 25 (4), 227-245 (2006). |
| (M23) Rad u međunarodnom časopisu | N. Gradojevic, D. Kukolj and R. Gençay (2011). “Clustering and Classification in Option Pricing”, Review of Economic Analysis 3 (2), 109-128; |
| (M23) Rad u međunarodnom časopisu | N. Gradojevic, M. Caric, “Revisiting Non-Parametric Exchange Rate Prediction”, Journal of Applied Business Research 25 (2), 79-93 (2009); |
| (M23) Rad u međunarodnom časopisu | N. Gradojevic, “A Market Microstructure Analysis of the Canadian Dollar Depreciation Episodes in the 1990s”, Applied Financial Economics 17 (17), 1377-1387 (2007); |
| (M23) Rad u međunarodnom časopisu | N. Gradojevic, Camillo Lento, “The Profitability of Technical Trading Rules: A Combined Signal Approach”, Journal of Applied Business Research 23 (1), 13-27 (2007); |
| (M33) Saopštenje sa međunarodnog skupa štampano u celini | Dragan Kukolj, Nikola Gradojevic and Camillo Lento. “Improving Non-parametric Option Pricing during the Financial Crisis”, Computational Intelligence for Financial Engineering & Economics (CIFEr), 2012 IEEE Conference, pp. 93-99. |
| (M53) Rad u naučnom časopisu | Gradojević N., Kukolj D.: Clustering and Classification in Option Pricing, Review of Economic Analysis, 2011, Vol. 3, No. 2, pp. 109-128, ISSN 1973-3909 |
| (M71) Odbranjena doktorska disertacija | ***Autori: Gradojevic,N. Naziv: Non-linear Exchange Rate Forecasting: The Role of Market Microstructure Variables, Doktorska disertacija - <u>Nisu povezani autori</u><font style="color:#b3b300;">**greska**</font> |
| (M72) Odbranjen magistarski rad | ***Autori: Gradojevic,N. Naziv: The Application of Artificial Neural Networks in the Forecasting of Dow Jones Industrial Average, Magistarska teza - <u>Nisu povezani autori</u><font style="color:#b3b300;">**greska**</font> |
