Access Statistics for Petra Posedel Šimović

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models	0	0	0	14	0	0	1	67
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression	0	2	11	39	1	7	20	102
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market	0	0	4	65	0	1	10	236
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models	0	0	0	31	0	0	0	118
Searching high and low: Extremal dependence of international sovereign bond markets	0	0	0	15	0	0	2	24
The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model	0	0	0	55	0	0	0	53
The Nonlinear House Price Adjustment Process in Developed and Transition Countries	0	0	0	84	0	0	1	269
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model	0	0	0	126	0	1	2	301
Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia	0	1	1	209	2	3	4	546
Time-varying integration in European post-transition sovereign bond market	0	0	0	23	0	0	2	55
Total Working Papers	0	3	16	661	3	12	42	1,771

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes Model	0	0	3	183	0	1	5	633
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries	0	0	1	60	0	2	5	233
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market	0	0	0	88	1	1	3	343
House price determinants in transition and EU-15 countries	1	3	5	77	2	5	9	201
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models	0	0	0	11	0	0	0	48
Modelling local government unit credit risk in the Republic of Croatia	0	0	0	0	0	0	2	4
Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model	0	0	0	0	0	0	1	6
Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries	0	0	0	10	1	1	2	61
Reinforcement Learning Approaches to Optimal Market Making	2	4	10	20	2	5	17	47
The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model	0	2	3	22	0	2	6	66
Threshold Model of the Exchange Rate Pass-Through Effect	0	1	1	53	1	3	3	153
Time-varying integration of the sovereign bond markets in European post-transition economies	0	0	0	11	0	0	0	65
Total Journal Articles	3	10	23	535	7	20	53	1,860

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Statistics updated 2025-03-03