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	1	2	68
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression	1	1	11	40	1	1	19	103
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market	1	1	2	66	3	6	10	242
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models	0	0	0	31	0	1	1	119
Searching high and low: Extremal dependence of international sovereign bond markets	0	0	0	15	0	1	3	25
The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model	0	0	0	55	0	1	1	54
The Nonlinear House Price Adjustment Process in Developed and Transition Countries	0	0	0	84	0	1	2	270
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model	0	0	0	126	0	0	2	301
Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia	1	2	3	211	1	2	6	548
Time-varying integration in European post-transition sovereign bond market	0	0	0	23	0	0	1	55
Total Working Papers	3	4	16	665	5	14	47	1,785

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	2	183	0	0	3	633
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries	0	0	0	60	1	2	6	235
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market	0	0	0	88	1	1	2	344
House price determinants in transition and EU-15 countries	0	2	7	79	0	2	10	203
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	2	2	2	8
Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries	0	0	0	10	0	0	1	61
Reinforcement Learning Approaches to Optimal Market Making	0	0	6	20	2	2	13	49
The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model	0	0	2	22	0	0	2	66
Threshold Model of the Exchange Rate Pass-Through Effect	0	0	1	53	0	0	3	153
Time-varying integration of the sovereign bond markets in European post-transition economies	0	1	1	12	1	2	2	67
Total Journal Articles	0	3	19	538	7	11	46	1,871

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Statistics updated 2025-06-06