GIKA 2019 Chile

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First Name: Petra
Second name: Posedel
Academic title: Ph.D.

Place of employment: Finance Department, Zagreb School of Economics and Management, Croatia
E-mail: pposedel@zsem.hr
Position: Senior Lecturer

Education:
  • PhD degree, 2007, University 'Luigi Bocconi', Institute of Quantitative Methods, Milan, Italy
  • Master degree, 2004, Faculty of Natural and Mathematical Science, University of Zagreb, Croatia
  • Bachelor degree, 1999, Faculty of Natural and Mathematical Science, University of Zagreb, section of mathematics, statistics and computer science, Croatia

Research interests:

o   Inference for stochastic processes

o   Stochastic volatility models

o   Applications of mathematical statistics and probability in finance

o   (G)ARCH models in finance

o   Financial econometrics

o   Time series analysis


Publications (most important/popular):
http://edu.zsem.hr/~pposedel/publications.html
Awards:
  • Awards: 2006 - 'Mijo Mirković' for a scientific contribution, Faculty of Economics and Business, University of Zagreb, Croatia