Petra Posedel Šimović, PhD

Departments: Master of Arts in Economics, Executive MBA Program, Quantitative Finance, Finance and Banking, Supply Chain Management, Management

Petra Posedel Šimović, PhD

Curriculum Vitae

Received her PhD. in Statistics at the University 'Luigi Bocconi', Institute of Quantitative Methods, Milano, Italy. She recived her master degree in Natural Sciences in Zagreb on 'Properties and evaluation of GARCH models'. At ZSEM she is working as a lecturer at the Department of Finance and the courses Introduction to financial econometrics and Applied econometrics. Before coming to ZŠEM she worked as a Lecturer in Financial Mathematics at graduate study at the Faculty of Electrical Engineering and Computer Science, University of Zagreb, and as a senior assistant in mathematics and econometrics at the Faculty of Economics. She won the prize "Mijo Mirkovic" for scientific contributions, Zagreb Faculty of Economics, University of Zagreb (2006).



  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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