Petra Posedel - Concepedia

Author

Petra Posedel

University of Zagreb ORCID

Also Known As

Petra P. Šimović, Petra Posedel, Petra Posedel Šimović, Posedel, Petra, Šimović, Petra Posedel

Publications

287

Citations

H-Index

Concepts

All Affiliations

University of Zagreb Zagreb School of Economics and Management Institute of Economics Zagreb

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	8	8	183
2	Economics	5	5	118
3	Engineering	2	2	38
4	Education	1	1	27
5	Accounting	1	1	47

Petra Posedel

Publications

195

Citations

H-Index

Page 1

	Year	Citations
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 Empirical FinanceEconomicsAsset PricingMacroeconomicsAccounting	2010	47
House price determinants in transition and EU-15 countries Petra Posedel, Maruška Vizek Post-Communist Economies HousingEconomicsResidential DevelopmentHouse Price InflationMacroeconomics	2009	34
Reinforcement Learning Approaches to Optimal Market Making Bruno Gašperov, Stjepan Begušić, Petra Posedel, Mathematics Market MakingMarkov DecisionReinforcement Learning (Computer Engineering)Reinforcement Learning ApproachesDeep Reinforcement Learning	2021	27
Properties and estimation of GARCH(1,1) model Petra Posedel Advances in Methodology and Statistics Garch ProcessesVolatility ModelingMultivariate Stochastic VolatilityEngineeringAsset Pricing	2005	22
Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models Friedrich Hubalek, Petra Posedel Quantitative Finance Volatility ModelingEngineeringBivariate ModelStochastic AnalysisExplicit Estimator	2010	16
Time-varying integration of the sovereign bond markets in European post-transition economies Petra Posedel, Marina Tkalec, Maruška Vizek, Journal of Empirical Finance European Post-transition EconomiesEconomicsTerm Structure ModelInternational FinanceMacroeconomics	2015	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 Petra Posedel University of Zagreb University Computing Centre (SRCE)	2006	12
Threshold Model of the Exchange Rate Pass-Through Effect Josip Tica, Petra Posedel Eastern European Economics Monetary PolicyEconomicsOpen Economy MacroeconomicsInternational FinanceErpt Effect	2009	11
Are house prices characterised by threshold effects? Evidence from developed and post-transition countries Petra Posedel, Maruška Vizek Czech Journal of Economics and Finance HousingThreshold CointegrationEconomicsProperty EvaluationMacroeconomics	2011	10

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