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Petra Posedel Šimović
Petra Posedel Šimović
Assistant Professor, University of Zagreb Faculty of Agriculture
Verified email at agr.hr - Homepage
Title
Cited by
Cited by
Year
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market
D Benaković, P Posedel
Business Systems Research: International journal of the Society for …, 2010
1152010
Properties and estimation of GARCH (1, 1) model
P Posedel
Metodoloski zvezki 2 (2), 243, 2005
1152005
House price determinants in transition and EU-15 countries
P Posedel, M Vizek
Post-Communist Economies 21 (3), 327-343, 2009
502009
Determinante profitabilnosti banaka u Hrvatskoj
M Pejić Bach, P Posedel, A Stojanović
Zbornik ekonomskog fakulteta u Zagrebu 7 (1), 81-92, 2009
372009
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
P Posedel
Financial theory and practice 30 (4), 347-368, 2006
282006
Are house prices characterized by threshold effects? Evidence from developed and post-transition countries
P Posedel, M Vizek
Finance a Uver 61 (6), 584, 2011
252011
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
F Hubalek, P Posedel
Quantitative Finance 11 (6), 917-932, 2011
222011
Threshold Model of the Exchange Rate Pass-Through Effect: The Case of Croatia
J Tica, P Posedel
Eastern European Economics 47 (6), 43-59, 2009
222009
The nonlinear house price adjustment process in developed and transition countries
P Posedel, M Vizek
Radni materijali EIZ-a, 5-27, 2010
172010
Time-varying integration of the sovereign bond markets in European post-transition economies
PP Šimović, M Tkalec, M Vizek, J Lee
Journal of Empirical Finance 36, 30-40, 2016
162016
Threshold autoregressive model of exchange rate pass through effect: the case of Croatia
P Posedel, J Tica
EFZG working paper series, 1-12, 2007
162007
The determinants of country risk premium volatility: Evidence from a panel VAR model
P Palić, P Posedel Šimović, M Vizek
Croatian Economic Survey 19 (1), 37-66, 2017
132017
Reinforcement learning approaches to optimal market making
B Gašperov, S Begušić, P Posedel Šimović, Z Kostanjčar
Mathematics 9 (21), 2689, 2021
122021
The relation between performance and flows of mutual funds: Case of the Croatian fund market
D Brborovic, P Posedel
Applied Mathematics 5 (19), 3067, 2014
82014
Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach
F Hubalek, P Posedel
Glasnik matematički 48 (1), 185-210, 2013
62013
Pricing the volatility risk premium with a discrete stochastic volatility model
P Posedel Šimović, A Tafro
Mathematics 9 (17), 2038, 2021
42021
Modelling local government unit credit risk in the Republic of Croatia
P Posedel, M Primorac
Financial theory and practice 36 (4), 329-354, 2012
42012
Profitability determinations of banks in Croatia
M Pejic Bach, P Posedel, A Stojanovic
Zbornik Ekonomskog fakulteta u Zagrebu 1, 81-92, 2009
42009
Analiza tečaja i vrednovanje opcija na tečaj na hrvatskom tržištu: NGARCH model kao alternativa modelu Blacka i Scholesa
P Posedel
Financijska teorija i praksa 30 (4), 345-367, 2006
42006
Classifying the Variety of Customers’ Online Engagement for Churn Prediction with a Mixed-Penalty Logistic Regression
PP Šimović, CYT Chen, EW Sun
Computational Economics 61, 2022
22022
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Articles 1–20