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Sasa Zikovic
(Saša Žiković)

This is information that was supplied by Sasa Zikovic in registering through RePEc. If you are Sasa Zikovic , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Sasa
Middle Name:
Last Name:Zikovic
Suffix:
RePEc Short-ID:pik10
[This author has chosen not to make the email address public]
http://www.zikovic.com
Rijeka, Croatia
http://www.efri.uniri.hr/

: 0038551355111
0038551212268
p.p. 113, 51000 RIJEKA, Ivana Filipovica 4
RePEc:edi:efrijhr (more details at EDIRC)
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  1. Sasa Zikovic & Rafal Weron & Ivana Tomas Zikovic, 2014. "Evaluating the performance of VaR models in energy markets," HSC Research Reports HSC/14/12, Hugo Steinhaus Center, Wroclaw University of Technology.
  2. Sasa Zikovic & Randall Filer, 2012. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series 3980, CESifo Group Munich.
  3. Sasa Zikovic & Randall Filer, 2009. "Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets," CESifo Working Paper Series 2820, CESifo Group Munich.
  1. Mance Davor & Žiković Saša & Mance Diana, 2015. "Econometric Analysis of Croatia’s Proclaimed Foreign Exchange Rate," South East European Journal of Economics and Business, De Gruyter Open, vol. 10(1), pages 7-17, April.
  2. 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, vol. 63(4), pages 327-359, August.
  3. Zikovic, Sasa & Aktan, Bora, 2011. "Decay factor optimisation in time weighted simulation -- Evaluating VaR performance," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1147-1159, October.
  4. 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, vol. 29(1), pages 9-31.
  5. 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, vol. 28(1), pages 35-60.
  6. 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, vol. 27(1), pages 149-170.
  7. Žiković Saša, 2008. "Calculating VaR in EU Candidate States," South East European Journal of Economics and Business, De Gruyter Open, vol. 3(1), pages 23-33, April.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (1) 2014-10-22. Author is listed
  2. NEP-ENE: Energy Economics (1) 2014-10-22. Author is listed
  3. NEP-FOR: Forecasting (1) 2014-10-22. Author is listed
  4. NEP-RMG: Risk Management (1) 2014-10-22. Author is listed
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