Citation profile for Petra Posedel Šimović

Petra Posedel Šimović : Citation Profile

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 5
   Journals where Petra Posedel Šimović has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 6 (7.32 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ppo310
   Updated: 2024-12-03    RAS profile: 2022-06-20
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Petra Posedel Šimović.

Is cited by:

Vizek, MaruÅ¡ka (9)

Sirucek, Martin (5)

Ahec Å onje, Amina (4)

Piljak, Vanja (3)

PaliÄ, Irena (2)

Nguyen, Duc Khuong (2)

Dumicic, Ksenija (2)

Gil-Alana, Luis (2)

GUPTA, RANGAN (2)

Boubaker, Sabri (2)

Parhi, Mamata (1)

Cites to:

Bollerslev, Tim (11)

Harvey, Campbell (9)

Engle, Robert (8)

Vizek, MaruÅ¡ka (7)

Campbell, John (6)

Newey, Whitney (6)

Bekaert, Geert (5)

Shephard, Neil (5)

Blundell, Richard (4)

Edwards, Sebastian (4)

Malone, Samuel (4)

Main data

Where Petra Posedel Šimović has published?

Journals with more than one article published	# docs
Financial Theory and Practice	2
Mathematics	2

Working Papers Series with more than one paper published	# docs
Working Papers / The Institute of Economics, Zagreb	4
Papers / arXiv.org	3
EFZG Working Papers Series / Faculty of Economics and Business, University of Zagreb	2

Recent works citing Petra Posedel Šimović (2024 and 2023)

Year	Title of citing document
2023	. Full description at Econpapers \|\| Download paper

Works by Petra Posedel Šimović:

Year	Title	Type	Cited
2010	The Risk-Return Tradeoff and Leverage Effect in a Stochastic Volatility-in-Mean Model In: CREATES Research Papers. [Full Text][Citation analysis]	paper	0
2008	Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models In: Papers. [Full Text][Citation analysis]	paper	6
2011	Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models.(2011) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6	article
2008	Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models In: Papers. [Full Text][Citation analysis]	paper	1
2021	Classifying variety of customers online engagement for churn prediction with mixed-penalty logistic regression In: Papers. [Full Text][Citation analysis]	paper	0
2010	Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market In: Business Systems Research. [Full Text][Citation analysis]	article	17
2010	Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market.(2010) In: EFZG Working Papers Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17	paper
2016	Time-varying integration of the sovereign bond markets in European post-transition economies In: Journal of Empirical Finance. [Full Text][Citation analysis]	article	9
2011	Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries In: Czech Journal of Economics and Finance (Finance a uver). [Full Text][Citation analysis]	article	18
2010	The Nonlinear House Price Adjustment Process in Developed and Transition Countries.(2010) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18	paper
	In: . [Full Text][Citation analysis]	article	2
	In: . [Full Text][Citation analysis]	article	2
2017	The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR Model In: Croatian Economic Survey. [Full Text][Citation analysis]	article	1
2015	Time-varying integration in European post-transition sovereign bond market In: Working Papers. [Full Text][Citation analysis]	paper	0
2015	The Determinants of CountryÃÂ´s Risk Premium Volatility: Evidence from Panel VAR Model In: Working Papers. [Full Text][Citation analysis]	paper	0
2016	Searching high and low: Extremal dependence of international sovereign bond markets In: Working Papers. [Full Text][Citation analysis]	paper	1
2006	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 In: Financial Theory and Practice. [Full Text][Citation analysis]	article	2
2012	Modelling local government unit credit risk in the Republic of Croatia In: Financial Theory and Practice. [Full Text][Citation analysis]	article	0
2009	Threshold Model of the Exchange Rate Pass-Through Effect In: Eastern European Economics. [Full Text][Citation analysis]	article	5
2016	Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries In: Prague Economic Papers. [Full Text][Citation analysis]	article	0
2009	House price determinants in transition and EU-15 countries In: Post-Communist Economies. [Full Text][Citation analysis]	article	10
2007	Threshold Autoregressive Model of Exchange Rate Pass through Effect: The Case of Croatia In: EFZG Working Papers Series. [Full Text][Citation analysis]	paper	2