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 0 1 3 43 1 2 19 124
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market 0 0 0 67 0 1 27 273
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models 0 0 0 31 0 0 7 126
Searching high and low: Extremal dependence of international sovereign bond markets 0 0 0 15 0 1 12 38
The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model 0 0 0 55 1 2 14 68
The Nonlinear House Price Adjustment Process in Developed and Transition Countries 0 0 0 84 1 1 7 278
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model 0 0 0 126 1 1 17 318
Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia 0 0 0 211 0 0 21 569
Time-varying integration in European post-transition sovereign bond market 0 0 0 23 0 0 9 64
Total Working Papers 0 1 3 669 4 8 137 1,930


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 1 1 20 653
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries 0 0 1 61 1 1 18 253
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market 0 0 1 89 0 2 19 363
House price determinants in transition and EU-15 countries 0 1 4 83 0 2 15 218
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models 0 0 0 11 0 0 10 58
Modelling local government unit credit risk in the Republic of Croatia 0 0 0 0 0 0 7 11
Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model 0 0 0 0 0 0 12 22
Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries 0 0 1 11 2 2 17 80
Reinforcement Learning Approaches to Optimal Market Making 0 0 1 22 1 5 45 98
The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model 0 0 0 22 0 0 9 75
Threshold Model of the Exchange Rate Pass-Through Effect 0 0 2 55 0 0 11 164
Time-varying integration of the sovereign bond markets in European post-transition economies 0 0 0 12 0 1 16 84
Total Journal Articles 0 1 11 550 5 14 199 2,079


Statistics updated 2026-08-07