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	1	2	3	70
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression	0	0	3	40	4	5	18	115
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market	0	0	2	67	10	14	27	262
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models	0	0	0	31	2	3	5	123
Searching high and low: Extremal dependence of international sovereign bond markets	0	0	0	15	2	4	6	30
The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model	0	0	0	55	2	2	3	56
The Nonlinear House Price Adjustment Process in Developed and Transition Countries	0	0	0	84	1	1	3	272
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model	0	0	0	126	5	5	6	306
Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia	0	0	2	211	4	5	9	553
Time-varying integration in European post-transition sovereign bond market	0	0	0	23	0	0	0	55
Total Working Papers	0	0	7	666	31	41	80	1,842

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	1	1	1	184	4	7	8	640
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries	0	0	1	61	1	3	7	240
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market	0	0	0	88	4	6	8	350
House price determinants in transition and EU-15 countries	0	2	6	81	3	7	15	212
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models	0	0	0	11	1	1	2	50
Modelling local government unit credit risk in the Republic of Croatia	0	0	0	0	1	1	1	5
Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model	0	0	0	0	1	1	5	11
Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries	0	1	1	11	0	2	5	65
Reinforcement Learning Approaches to Optimal Market Making	0	0	3	21	6	11	26	71
The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model	0	0	1	22	1	4	5	70
Threshold Model of the Exchange Rate Pass-Through Effect	0	2	2	55	1	4	6	157
Time-varying integration of the sovereign bond markets in European post-transition economies	0	0	1	12	2	5	9	74
Total Journal Articles	1	6	16	546	25	52	97	1,945

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Statistics updated 2026-01-09