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Petra Posedel

Observed names: Petra P. Šimović, Petra Posedel Šimović, Posedel, Petra
ORCID: 0000-0002-4447-1643
Observed ORCID: 0000-0002-4447-1643
OpenAlex ID: A5000490465
Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market
2010 · Dubravka Benaković, Petra Posedel · Business Systems Research Journal · 51
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House price determinants in transition and EU-15 countries
2009 · Petra Posedel, Maruska Vizek · Post-Communist Economies · 35
Properties and estimation of GARCH(1,1) model
2005 · Petra Posedel · Advances in Methodology and Statistics · 33
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Reinforcement Learning Approaches to Optimal Market Making
2021 · Bruno Gašperov, Stjepan Begušić, et al. · Mathematics · 30
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Classifying the Variety of Customers’ Online Engagement for Churn Prediction with a Mixed-Penalty Logistic Regression
2022 · Petra P. Šimović, Claire Y. T. Chen, et al. · Computational Economics · 16
Time-varying integration of the sovereign bond markets in European post-transition economies
2015 · Petra Posedel Šimović, Marina Tkalec, et al. · Journal of Empirical Finance · 16
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models
2010 · Friedrich Hubalek, Petra Posedel · Quantitative Finance · 16
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
2006 · Petra Posedel · RePEc: Research Papers in Economics · 12
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Threshold Model of the Exchange Rate Pass-Through Effect
2009 · Josip Tica, Petra Posedel · Eastern European Economics · 11
Are house prices characterised by threshold effects? Evidence from developed and post-transition countries
2011 · Petra Posedel, Maruška Vizek · Czech Journal of Economics and Finance · 10
Determinante profitabilnosti banaka u Hrvatskoj
2009 · Mirjana Pejić Bach, Petra Posedel, et al. · University of Zagreb University Computing Centre (SRCE) · 10
The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model
2017 · Petra Palić, Petra Posedel Šimović, et al. · Croatian Economic Survey · 9
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Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia
2007 · Petra Posedel, Josip Tica · RePEc: Research Papers in Economics · 9
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The Nonlinear House Price Adjustment Process in Developed and Transition Countries
2010 · Petra Posedel, Maruška Vizek · Repository of the University of Ljubljana (University of Ljubljana) · 8
Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries
2009 · Petra Posedel, Maruška Vizek · RePEc: Research Papers in Economics · 8
Hierarchical risk parity: Efficient implementation and real world analysis
2025 · Dario Deković, Petra Posedel Šimović · Future Generation Computer Systems · 5
Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model
2021 · Petra Posedel Šimović, Azra Tafro · Mathematics · 4
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The Relation between Performance and Flows of Mutual Funds: Case of the Croatian Fund Market
2014 · Darko Brborovic, Petra Posedel · Applied Mathematics · 4
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Profitability determinants of banks in Croatia
2009 · Mirjana Pejić Bach, Petra Posedel, et al. · Zbornik Ekonomskog fakulteta u Zagrebu · 4
Asymptotic analysis for a simple explicit estimator in Barndor-Nielsen and Shephard stochastic volatility models
2007 · Petra Posedel · arXiv (Cornell University) · 4
Modelling local government unit credit risk in the Republic of Croatia
2012 · Petra Posedel, Marko Primorac · Financial Theory and Practice · 3
Martingale Central Limit Theorem
2011 · Petra Posedel · International Encyclopedia of Statistical Science · 3
The Determinants of Country´s Risk Premium Volatility: Evidence from Panel VAR Model
2015 · Petra Palić, Petra Posedel, et al. · RePEc: Research Papers in Economics · 2
Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach
2013 · Friedrich Hubalek, Petra Posedel · Glasnik Matematicki · 2
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Modeliranje kreditnog rizika jedinica lokalne samouprave u Republici Hrvatskoj
2012 · Marko Primorac, Petra Posedel · Odabrani prijevodi · 1
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Works count: 48
Citation count: 309
H-index: 10
I10-index: 11
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