Access Statistics for Petra Posedel

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 1 3 63
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market 0 1 6 60 3 5 23 196
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models 1 2 2 31 3 5 5 112
The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model 0 0 0 53 1 1 7 47
The Nonlinear House Price Adjustment Process in Developed and Transition Countries 0 1 3 83 1 3 13 257
The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model 0 0 0 126 0 0 5 291
Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia 0 1 1 204 1 3 7 527
Time-varying integration in European post-transition sovereign bond market 0 0 0 23 1 2 7 43
Total Working Papers 1 5 12 594 10 20 70 1,536


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 2 177 0 7 12 610
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries 0 1 2 52 0 8 12 206
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market 1 1 1 85 2 2 6 323
House price determinants in transition and EU-15 countries 1 2 4 58 4 6 22 156
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models 0 1 1 11 1 2 2 47
Threshold Model of the Exchange Rate Pass-Through Effect 0 0 1 47 0 0 2 137
Total Journal Articles 2 5 11 430 7 25 56 1,479


Statistics updated 2021-01-03