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Details about Petra Posedel Šimović

E-mail:
Homepage:http://petraposedelsimovic.from.hr/
Workplace:Agronomski fakultet Sveučilište u Zagrebu

Access statistics for papers by Petra Posedel Šimović.

Last updated 2022-06-20. Update your information in the RePEc Author Service.

Short-id: ppo310


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Working Papers

2021

  1. Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression
    Papers, arXiv.org Downloads

2016

  1. Searching high and low: Extremal dependence of international sovereign bond markets
    Working Papers, The Institute of Economics, Zagreb Downloads View citations (1)

2015

  1. The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model
    Working Papers, The Institute of Economics, Zagreb Downloads
  2. Time-varying integration in European post-transition sovereign bond market
    Working Papers, The Institute of Economics, Zagreb Downloads

2010

  1. Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market
    EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb Downloads View citations (17)
    See also Journal Article in Business Systems Research (2010)
  2. The Nonlinear House Price Adjustment Process in Developed and Transition Countries
    Working Papers, The Institute of Economics, Zagreb Downloads View citations (8)
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2011)
  3. The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model
    CREATES Research Papers, Department of Economics and Business Economics, Aarhus University Downloads

2008

  1. Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models
    Papers, arXiv.org Downloads View citations (2)
  2. Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article in Quantitative Finance (2011)

2007

  1. Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia
    EFZG Working Papers Series, Faculty of Economics and Business, University of Zagreb Downloads View citations (2)

Journal Articles

2021

  1. Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model
    Mathematics, 2021, 9, (17), 1-15 Downloads View citations (1)
  2. Reinforcement Learning Approaches to Optimal Market Making
    Mathematics, 2021, 9, (21), 1-22 Downloads

2017

  1. The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model
    Croatian Economic Survey, 2017, 19, (1), 37-66 Downloads View citations (1)

2016

  1. Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries
    Prague Economic Papers, 2016, 2016, (4), 396-410 Downloads
  2. Time-varying integration of the sovereign bond markets in European post-transition economies
    Journal of Empirical Finance, 2016, 36, (C), 30-40 Downloads View citations (8)

2012

  1. Modelling local government unit credit risk in the Republic of Croatia
    Financial Theory and Practice, 2012, 36, (4), 329-354 Downloads

2011

  1. Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries
    Czech Journal of Economics and Finance (Finance a uver), 2011, 61, (6), 584-600 Downloads View citations (8)
    See also Working Paper (2010)
  2. Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
    Quantitative Finance, 2011, 11, (6), 917-932 Downloads View citations (4)
    See also Working Paper (2008)

2010

  1. Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market
    Business Systems Research, 2010, 1, (1-2), 39-46 Downloads View citations (17)
    See also Working Paper (2010)

2009

  1. House price determinants in transition and EU-15 countries
    Post-Communist Economies, 2009, 21, (3), 327-343 Downloads View citations (11)
  2. Threshold Model of the Exchange Rate Pass-Through Effect
    Eastern European Economics, 2009, 47, (6), 43-59 Downloads View citations (4)

2006

  1. 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
    Financial Theory and Practice, 2006, 30, (4), 347-368 Downloads View citations (2)
 
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