5
H index
3
i10 index
75
Citations
Petra Posedel Šimović : Citation Profile
| RESEARCH PRODUCTION: 12 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
15 years (2006 - 2021). 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:
| Cites to:
|
Main data
Where Petra Posedel Šimović has published?
| Journals with more than one article published | # docs |
|---|---|
| Mathematics | 2 |
| Financial Theory and Practice | 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 | 1 | |
| 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 Countryôs 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 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team