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Sasa Zikovic
(Saša Žiković)

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Personal Details

First Name: Sasa
Middle Name:
Last Name: Zikovic
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RePEc Short-ID: pik10

Email: [This author has chosen not to make the email address public]
Homepage: http://www.zikovic.com
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Phone:

Affiliation

Ekonomski Fakultet
Sveučilište u Rijeci
Location: Rijeka, Croatia
Homepage: http://www.efri.uniri.hr/
Email:
Phone: 0038551355111
Fax: 0038551212268
Postal: p.p. 113, 51000 RIJEKA, Ivana Filipovica 4
Handle: RePEc:edi:efrijhr (more details at EDIRC)

Works

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Working papers

  1. Sasa Zikovic & Randall Filer, 2012. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo Group Munich 3980, CESifo Group Munich.
  2. Sasa Zikovic & Randall Filer, 2009. "Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets," CESifo Working Paper Series, CESifo Group Munich 2820, CESifo Group Munich.

Articles

  1. Saša ŽIKOVIÆ & Randall K. FILER, 2013. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 63(4), pages 327-359, August.
  2. Zikovic, Sasa & Aktan, Bora, 2011. "Decay factor optimisation in time weighted simulation -- Evaluating VaR performance," International Journal of Forecasting, Elsevier, Elsevier, vol. 27(4), pages 1147-1159, October.
  3. Sasa Zikovic, 2011. "Measuring risk of crude oil at extreme quantiles," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 29(1), pages 9-31.
  4. Nela Vlahinic-Dizdarevic & Sasa Zikovic, 2010. "The role of energy in economic growth: the case of Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 28(1), pages 35-60.
  5. Sasa Zikovic & Bora Aktan, 2009. "Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics, University of Rijeka, Faculty of Economics, vol. 27(1), pages 149-170.
  6. Žiković Saša, 2008. "Calculating VaR in EU Candidate States," South East European Journal of Economics and Business, De Gruyter Open, De Gruyter Open, vol. 3(1), pages 23-33, April.

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