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	1	3	69
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression	0	0	7	40	1	6	22	111
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market	0	0	3	67	3	5	17	251
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models	0	0	0	31	0	1	2	120
Searching high and low: Extremal dependence of international sovereign bond markets	0	0	0	15	1	1	3	27
The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model	0	0	0	55	0	0	1	54
The Nonlinear House Price Adjustment Process in Developed and Transition Countries	0	0	0	84	0	0	2	271
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model	0	0	0	126	0	0	1	301
Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia	0	0	3	211	0	0	5	548
Time-varying integration in European post-transition sovereign bond market	0	0	0	23	0	0	0	55
Total Working Papers	0	0	13	666	6	14	56	1,807

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	0	183	2	2	3	635
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries	0	1	1	61	0	2	6	237
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market	0	0	0	88	1	1	3	345
House price determinants in transition and EU-15 countries	0	0	6	79	1	3	12	206
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models	0	0	0	11	0	1	1	49
Modelling local government unit credit risk in the Republic of Croatia	0	0	0	0	0	0	1	4
Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model	0	0	0	0	0	0	4	10
Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries	1	1	1	11	1	1	4	64
Reinforcement Learning Approaches to Optimal Market Making	0	0	5	21	1	8	21	61
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	1	1	2	54	1	1	4	154
Time-varying integration of the sovereign bond markets in European post-transition economies	0	0	1	12	2	3	6	71
Total Journal Articles	2	3	18	542	9	22	67	1,902

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Statistics updated 2025-11-08