Concepedia

Petra Posedel

PP

9

Publications

195

Citations

9

H-Index

2005

Active since

Affiliations

University of Zagreb(Current)

Zagreb School of Economics and Management

Institute of Economics Zagreb

Petra Posedel is an author at University of Zagreb specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsEconometricsMacroeconomicsStatisticsAsset PricingEconomic AnalysisHousingEngineering

Publications per year

2005–2021

9

Publications

9

Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market

Dubravka Benaković, Petra Posedel · Business Systems Research Journal · 2010 · 47 citations · Full text

Empirical Finance, Economics, Asset Pricing +12

House price determinants in transition and EU-15 countries

Petra Posedel, Maruška Vizek · Post-Communist Economies · 2009 · 34 citations

Housing, Economics, Residential Development +15

Reinforcement Learning Approaches to Optimal Market Making

Bruno Gašperov, Stjepan Begušić, Petra Posedel et al. · Mathematics · 2021 · 27 citations · Full text

Market Making, Markov Decision, Reinforcement Learning (Computer Engineering) +15

Properties and estimation of GARCH(1,1) model

Petra Posedel · Advances in Methodology and Statistics · 2005 · 22 citations · Full text

Garch Processes, Volatility Modeling, Multivariate Stochastic Volatility +12

Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models

Friedrich Hubalek, Petra Posedel · Quantitative Finance · 2010 · 16 citations

Volatility Modeling, Engineering, Bivariate Model +17

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