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 2 68
Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression 0 0 8 40 3 6 22 110
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market 0 1 3 67 1 3 14 248
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models 0 0 0 31 1 1 2 120
Searching high and low: Extremal dependence of international sovereign bond markets 0 0 0 15 0 0 3 26
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 1 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 1 14 666 5 11 52 1,801


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 1 183 0 0 2 633
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries 0 1 1 61 1 2 6 237
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market 0 0 0 88 0 0 2 344
House price determinants in transition and EU-15 countries 0 0 6 79 1 2 11 205
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models 0 0 0 11 1 1 1 49
Modelling local government unit credit risk in the Republic of Croatia 0 0 0 0 0 0 2 4
Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model 0 0 0 0 0 1 4 10
Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries 0 0 0 10 0 2 3 63
Reinforcement Learning Approaches to Optimal Market Making 0 1 5 21 6 11 20 60
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 0 0 1 53 0 0 3 153
Time-varying integration of the sovereign bond markets in European post-transition economies 0 0 1 12 0 2 4 69
Total Journal Articles 0 2 17 540 9 21 60 1,893


Statistics updated 2025-10-06