Petra Posedel Šimović

Citirano

	Sve	Od 2019.
Citati	580	251
H-indeks	13	9
i10-indeks	14	9

20072008200920102011201220132014201520162017201820192020202120222023202410 2 10 10 21 20 34 40 32 40 51 48 66 34 40 44 27 40

Javni pristup

Prikaži sve

2 članka

0 članaka

dostupno

nije dostupno

Na temelju uvjeta financiranja

Suautori

Maruška VizekInstitute of Economics ZagrebPotvrđena adresa e-pošte na eizg.hr
Marina TkalecInstitute of Economics, ZagrebPotvrđena adresa e-pošte na eizg.hr
Josip TicaUniversity of Zagreb, Faculty of Economics and BusinessPotvrđena adresa e-pošte na net.efzg.hr
Mirjana Pejic BachUniversity of Zagreb, Faculty of Economics and Business, Department of InformaticsPotvrđena adresa e-pošte na efzg.unizg.hr
Alen StojanovićFaculty of Economics and Business, University of ZagrebPotvrđena adresa e-pošte na net.efzg.hr
Zvonko KostanjcarAssociate Professor, University of Zagreb, Faculty of Electrical Engineering and ComputingPotvrđena adresa e-pošte na fer.hr
Bruno GasperovPostdoctoral researcher, University of Ljubljana Faculty of Computer and Information SciencePotvrđena adresa e-pošte na fri.uni-lj.si
Stjepan BegušićUniversity of Zagreb, Faculty of Electrical Engineering and ComputingPotvrđena adresa e-pošte na fer.unizg.hr
Petra PalićHrvatsko katoličko sveučilištePotvrđena adresa e-pošte na unicath.hr
Darko BrborovicLecturer, Faculty of Informatics, University of PulaPotvrđena adresa e-pošte na unipu.hr
Bojan BasrakProfessor, University of Zagreb, Faculty of Science, Department of MathematicsPotvrđena adresa e-pošte na math.pmf.unizg.hr
Azra TafroFaculty of Forestry and Wood Technology, University of ZagrebPotvrđena adresa e-pošte na sumfak.unizg.hr
Marko PrimoracUniversity of Zagreb Faculty of Economics and Business

Prati

Petra Posedel Šimović

Assistant Professor, University of Zagreb Faculty of Agriculture

Potvrđena adresa e-pošte na agr.hr - Početna stranica

Data science Stochastic volatility models Business Analytics Financial Econometrics Risk


Naslov Poredaj po navodima Poredaj po godini Poredaj po naslovu	Citirano Citirano	Godina
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	122	2010
Properties and estimation of GARCH (1, 1) model P Posedel Metodoloski zvezki 2 (2), 243, 2005	112	2005
House price determinants in transition and EU-15 countries P Posedel, M Vizek Post-Communist Economies 21 (3), 327-343, 2009	52	2009
Determinante profitabilnosti banaka u Hrvatskoj M Pejić Bach, P Posedel, A Stojanović Zbornik ekonomskog fakulteta u Zagrebu 7 (1), 81-92, 2009	38	2009
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	29	2006
Reinforcement learning approaches to optimal market making B Gašperov, S Begušić, P Posedel Šimović, Z Kostanjčar Mathematics 9 (21), 2689, 2021	28	2021
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries. P Posedel, MŠ Visek Finance a Uver: Czech Journal of Economics & Finance 61 (6), 2011	25	2011
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	24	2011
The nonlinear house price adjustment process in developed and transition countries P Posedel, M Vizek Radni materijali EIZ-a, 5-27, 2010	17	2010
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	16	2016
Threshold autoregressive model of exchange rate pass through effect: the case of Croatia P Posedel, J Tica EFZG working paper series, 1-12, 2007	16	2007
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	15	2009
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	14	2017
Threshold Model of Exchange Rate Pass-Through Effect: The Case of Croatia P Posedel, J Tica Eastern European Economics 47 (6), 43-59, 2009	10	2009
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	9	2022
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	8	2014
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	6	2013
Asymptotic analysis for an optimal estimating function for Barndorff-Nielsen-Shephard stochastic volatility models F Hubalek, P Posedel Work in progress, 2006	5	2006
Pricing the volatility risk premium with a discrete stochastic volatility model P Posedel Šimović, A Tafro Mathematics 9 (17), 2038, 2021	4	2021
Modelling local government unit credit risk in the Republic of Croatia P Posedel, M Primorac Financial theory and practice 36 (4), 329-354, 2012	4	2012

Sustav trenutno ne može provesti ovu radnju. Pokušajte ponovo kasnije.

Članci 1–20

Godišnji broj citata

Dvostruki navodi

Spojeni navodi

Dodavanje suautoraSuautori

Prati

Citirano

Suautori