Ilija Ivan Zovko
Names
| first: | Ilija |
| middle: | Ivan |
| last: | Zovko |
Identifer
| RePEc Short-ID: | pzo8 |
Contact
| homepage: | http://www.santafe.edu/~zovko |
Affiliations
-
Santa Fe Institute
- EDIRC entry
- location:
-
Universiteit van Amsterdam
/ Faculteit Economie en Bedrijfskunde
/ Center for Nonlinear Dynamics in Economics and Finance (CeNDEF)
- EDIRC entry
- location:
Research profile
author of:
- Correlations and clustering in the trading of members of the London Stock Exchange (RePEc:arx:papers:0709.3261)
by Ilija I. Zovko & J. Doyne Farmer - The StressVaR: A New Risk Concept for Superior Fund Allocation (RePEc:arx:papers:0911.4030)
by Cyril Coste & Raphael Douady & Ilija I. Zovko - Navigating dark liquidity (How Fisher catches Poisson in the Dark) (RePEc:arx:papers:1710.06350)
by Ilija I. Zovko - Matching in size: How market impact depends on the concentration of trading (RePEc:arx:papers:2012.10262)
by Ilija I. Zovko - The Predictive Power of Zero Intelligence in Financial Markets (RePEc:arx:papers:cond-mat/0309233)
by J. Doyne Farmer & Paolo Patelli & Ilija I. Zovko - The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation (RePEc:hal:cesptp:hal-00666234)
by Cyril Coste & Raphaël Douady & Ilija I. Zovko - The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation (RePEc:hal:cesptp:hal-02488591)
by Cyril Coste & Raphaël Douady & Ilija I Zovko - The Stress VaR: A New Risk Concept for Extreme Risk and Fund Allocation (RePEc:hal:journl:hal-00666234)
by Cyril Coste & Raphaël Douady & Ilija I. Zovko - The StressVaR: A New Risk Concept for Extreme Risk and Fund Allocation (RePEc:hal:journl:hal-02488591)
by Cyril Coste & Raphaël Douady & Ilija I Zovko - Network properties of trading (RePEc:sce:scecf4:328)
by Ilija I. Zovko - The power of patience: a behavioural regularity in limit-order placement (RePEc:taf:quantf:v:2:y:2002:i:5:p:387-392)
by Ilija Zovko & J Doyne Farmer