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 0 4 72
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression 1 2 3 42 3 6 20 122
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market 0 0 2 67 3 5 33 272
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models 0 0 0 31 1 3 7 126
Searching high and low: Extremal dependence of international sovereign bond markets 0 0 0 15 1 3 12 37
The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model 0 0 0 55 3 6 12 66
The Nonlinear House Price Adjustment Process in Developed and Transition Countries 0 0 0 84 1 3 7 277
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model 0 0 0 126 2 7 16 317
Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia 0 0 1 211 3 11 22 569
Time-varying integration in European post-transition sovereign bond market 0 0 0 23 1 5 9 64
Total Working Papers 1 2 6 668 18 49 142 1,922


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 0 1 184 5 9 19 652
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries 0 0 1 61 3 6 18 252
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market 0 0 1 89 3 5 18 361
House price determinants in transition and EU-15 countries 0 1 3 82 3 4 13 216
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models 0 0 0 11 3 3 10 58
Modelling local government unit credit risk in the Republic of Croatia 0 0 0 0 0 3 7 11
Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model 0 0 0 0 3 7 16 22
Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries 0 0 1 11 1 5 17 78
Reinforcement Learning Approaches to Optimal Market Making 0 0 2 22 7 16 46 93
The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model 0 0 0 22 1 3 9 75
Threshold Model of the Exchange Rate Pass-Through Effect 0 0 2 55 2 5 11 164
Time-varying integration of the sovereign bond markets in European post-transition economies 0 0 0 12 1 3 17 83
Total Journal Articles 0 1 11 549 32 69 201 2,065


Statistics updated 2026-05-06