1. (with B. Gašperov, S. Begušić and Z. Kostanjčar), Reinforcement Learning Approaches to Optimal Market MakingMathematics, 20219(21); 2689
  2. (with A. Tafro), Pricing the Volatility Risk Premium with a Discrete Stochastic Volatility Model, Mathematics, 20219(17); 2038
  3. (with P. Palić and M. Vizek), The Determinants of Country Risk Premium Volatility: Evidence from a Panel VAR ModelCroatian Economic Survey, 2017, 19(1); 37–66
  4. (with B. Posedel), Tehno-ekonomska kompenzacija jalove snage distributivnih transformatora SN/NN (Techno-economic Reactive Power Compensation of MV/LV Distribution Transformers), Bosanskohercegovačka elektrotehnika, 201610; 21-27
  5. (with M. Tkalec, M. Vizek and J. Lee), Time-Varying Integration of the Sovereign Bond Markets In European Post-transition EconomiesJournal of Empirical Finance, 2016, 36; 30–40
  6. (with M. Njavro and M. Vizek), Regime Switching Behaviour of Real Estate and Equity Prices in Emerging CountriesPrague Economic Papers, 2016, 25 (4); 396-410
  7. (with M. Tkalec and M. Vizek), Are there nonlinearities in the interaction of equity and real estate markets?, The Empirical Economics Letters, 201413(10); 333-351
  8. (with D. Brborovic) The Relation between Performance and Flows of Mutual Funds: Case of the Croatian Fund MarketApplied Mathematics, 20145; 3067-3078
  9. (with F. Hubalek): Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approachGlasnik Matematicki, 2013, 48 (1); 185-210
  10. (with M. Primorac): Modelling local government unit credit risk in the Republic of Croatia, Financial Theory and Practice, 2012, 36(4); 330-354
  11. (with M. Vizek): Are House Prices Characterized by Threshold Effects? Evidence from Developed and Post-Transition CountriesCzech Journal of Economics and Finance, 2011, 61(6); 584-600.
  12. (with F. Hubalek): Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models, Quantitative Finance 201111(6); 917-932
  13. Martingale Central Limit Theorem. In: Lovric M. (eds) International Encyclopedia of Statistical Science, Springer, Berlin, Heidelberg , 2011; 777-779
  14. (with B. J. Christensen): The risk-return tradeoff and leverage effect in a stochastic volatility-in-mean model, CREATES Research Paper 2010-50, 2010, School of Economics and Management, Aarhus University
  15. (with D. Benaković): Do macroeconomic factors matter for stock returns? Evidence from estimating a multifactor model on the Croatian marketBusiness Systems Research, 2010, 1(1-2); 39-46
  16. (with M. Vizek): House Price Determinants in Transition and EU-15 CountriesPost-Communist Economies, 2009, 21(3); 327-343
  17. (with J. Tica): Threshold Model of the Exchange Rate Pass-through Effect: The Case of CroatiaEastern European Economics, 2009, 47(6); 43-59
  18. (with M. Pejić Bach i A. Stojanović): Determinante profitabilnosti banaka u Hrvatskoj, (in Croatian), Zbornik Ekonomskog fakulteta u Zagrebu, 2009, 1; 81-92
  19. (with F. Hubalek): Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models, Thiele Research Report 2007-05, 2007.
  20. Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes ModelFinancial Theory and Practice, 4/2006; 345-367
  21. Properties and Estimation of GARCH(1,1) ModelMetodološki zvezki-Advances in Methodology and Statistics, 2005, 2(2); 243-257

Preprints:

  1. (with P. Palić and M. Vizek): The Determinants of Country’s Risk Premium Volatility: Evidence from Panel VAR Model, 2015, EIZ-WP-1505
  2. (with M. Tkalec and M. Vizek): Time‐varying integration in European post‐transition sovereign bond market, 2015, EIZ-WP-1501
  3. (with M. Vizek): The nonlinear house price adjustment process in developed and transition countries, 2010, EIZ-WP-1001