dr. sc. Petra Posedel Šimović - Zagrebačka škola ekonomije i managementa

Povratak

dr. sc. Petra Posedel Šimović

Petra Posedel Šimović doktorirala je statistiku na Sveučilištu ‘Luigi Bocconi’, Institut za kvantitativne metode, Milano, Italija. Magistrirala je na Prirodoslovno matematičkom fakultetu Sveučilišta u Zagrebu na temu ‘Svojstva i procjena GARCH modela’. Na ZŠEM-u radi kao viši predavač na Katedri za financije i to na kolegijima diplomskog studija Uvod u financijsku ekonometriju, te Primijenjena ekonometrija. Prije dolaska na ZŠEM, bila je zaposlena kao viši asistent iz Matematike i Ekonometrije na Ekonomskom fakultetu Sveučilišta u Zagrebu. Dobitnica je nagrade ‘Mijo Mirković’ za znanstveni doprinos, Ekonomski fakultet Zagreb, Sveučilište u Zagrebu (2006.). Također, od 2010. godine predavač je na kolegiju “Financijska matematika” na diplomskom studiju Fakulteta elektrotehnike i računarstva, Sveučilište u Zagrebu. 22. listopada 2013. godine izabrana je u naslovno znanstveno-nastavno zvanje docentice na Fakultetu elektrotehnike i računarstva, Sveučilište u Zagrebu.

Popis radova možete vidjeti na http://edu.zsem.hr/~pposedel/.

Znanost

  1. Hubalek, F. and Posedel, P., Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach, Glasnik Matematicki, 48 (1), 2013, 185-210.
  2. Posedel, P. and Primorac, M. (2012), Modelling local government unit credit risk in the Republic of Croatia, Financial Theory and Practice, 36(4), 330-354
  3. Posedel, P. and Vizek, M. (2011), Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition Countries, Czech Journal of Economics and Finance, 61(6), 584-600
  4. Hubalek, F. and Posedel, P. (2011), Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models, Quantitative Finance, 11(6), 917-932
  5. Posedel, P. (2011), Martingale Central Limit Theorem, in M. Lovric ed., International Encyclopedia of Statistical Science, Springer. Part 13, 777-779
  6. Benaković, D. and Posedel, P. (2010), Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian market, Business Systems Research, 1(1-2), 39-46
  7. Posedel, P. and Vizek, M. (2009), House Price Determinants in Transition and EU-15 Countries, Post-Communist Economies, 21(3), 327-343
  8. Tica, J. and Posedel, P. (2009), Threshold Model of the Exchange Rate Pass-through Effect: The Case of Croatia, Eastern European Economics, 47(6), 43-59
  9. Pejić Bach, M., Posedel, P. and Stojanović, A. (2009), Determinante profitabilnosti banaka u Hrvatskoj, (in Croatian), Zbornik Ekonomskog fakulteta u Zagrebu, 1, 81-92
  10. Hubalek, F. and Posedel, P. (2007), Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models, Thiele Research Report 2007-05
  11. Posedel, P. (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, Financial Theory and Practice, 4/2006, 345-367
  12. Posedel, P. (2005), Properties and Estimation of GARCH(1,1) Model, Metodološki zvezki-Advances in Methodology and Statistics, 2(2), 243-257

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