Access Statistics for Petra Posedel Šimović

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
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 3 5 72
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression 1 1 2 41 2 7 16 118
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market 0 0 2 67 1 16 32 268
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models 0 0 0 31 1 3 6 124
Searching high and low: Extremal dependence of international sovereign bond markets 0 0 0 15 2 8 12 36
The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model 0 0 0 55 2 8 9 62
The Nonlinear House Price Adjustment Process in Developed and Transition Countries 0 0 0 84 1 4 6 275
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model 0 0 0 126 2 11 11 312
Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia 0 0 2 211 7 16 19 565
Time-varying integration in European post-transition sovereign bond market 0 0 0 23 2 6 6 61
Total Working Papers 1 1 6 667 20 82 122 1,893


Journal Article File Downloads Abstract Views
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 1 1 184 3 10 13 646
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries 0 0 1 61 3 10 16 249
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market 0 1 1 89 0 10 13 356
House price determinants in transition and EU-15 countries 1 1 5 82 1 4 12 213
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models 0 0 0 11 0 6 7 55
Modelling local government unit credit risk in the Republic of Croatia 0 0 0 0 3 7 7 11
Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model 0 0 0 0 3 8 12 18
Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries 0 0 1 11 4 12 16 77
Reinforcement Learning Approaches to Optimal Market Making 0 1 2 22 6 18 36 83
The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model 0 0 0 22 1 4 7 73
Threshold Model of the Exchange Rate Pass-Through Effect 0 0 2 55 2 5 8 161
Time-varying integration of the sovereign bond markets in European post-transition economies 0 0 1 12 2 10 17 82
Total Journal Articles 1 4 14 549 28 104 164 2,024


Statistics updated 2026-03-04