Saša Žiković
Names
| first: | Saša |
| last: | Žiković |
| in English: | Sasa Zikovic |
Contact
| homepage: | http://www.zikovic.com |
Affiliations
-
Sveučilište u Rijeci
→ Ekonomski Fakultet
- website
- location: Rijeka, Croatia
Research profile
author of:
-
Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets
by Sasa Zikovic & Randall Filer -
Decay factor optimisation in time weighted simulation -- Evaluating VaR performance
by Zikovic, Sasa & Aktan, Bora -
Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
by Sasa Zikovic & Randall Filer -
Calculating VaR in EU Candidate States
by Žiković Saša -
Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
by Saša ŽIKOVIÆ & Randall K. FILER -
Measuring risk of crude oil at extreme quantiles
by Sasa Zikovic -
Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia
by Sasa Zikovic & Bora Aktan -
The role of energy in economic growth: the case of Croatia
by Nela Vlahinic-Dizdarevic & Sasa Zikovic -
Evaluating the performance of VaR models in energy markets
by Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic -
Econometric Analysis of Croatia’s Proclaimed Foreign Exchange Rate
by Mance Davor & Žiković Saša & Mance Diana