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Details about Saša Žiković

Homepage:http://www.zikovic.com
Workplace:Ekonomski Fakultet (Faculty of Economics), Sveučilište u Rijeci (University of Rijeka), (more information at EDIRC)

Access statistics for papers by Saša Žiković.

Last updated 2015-12-02. Update your information in the RePEc Author Service.

Short-id: pik10


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Working Papers

2014

  1. Evaluating the performance of VaR models in energy markets
    HSC Research Reports, Hugo Steinhaus Center, Wroclaw University of Technology Downloads

2012

  1. Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
    CESifo Working Paper Series, CESifo Group Munich Downloads
    See also Journal Article in Czech Journal of Economics and Finance (Finance a uver) (2013)

2009

  1. Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets
    CESifo Working Paper Series, CESifo Group Munich Downloads View citations (2)

Journal Articles

2015

  1. Econometric Analysis of Croatia’s Proclaimed Foreign Exchange Rate
    South East European Journal of Economics and Business, 2015, 10, (1), 7-17 Downloads View citations (2)

2013

  1. Ranking of VaR and ES Models: Performance in Developed and Emerging Markets
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (4), 327-359 Downloads View citations (2)
    See also Working Paper (2012)

2011

  1. Decay factor optimisation in time weighted simulation -- Evaluating VaR performance
    International Journal of Forecasting, 2011, 27, (4), 1147-1159 Downloads View citations (4)
  2. Measuring risk of crude oil at extreme quantiles
    Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, 2011, 29, (1), 9-31 Downloads View citations (3)

2010

  1. The role of energy in economic growth: the case of Croatia
    Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, 2010, 28, (1), 35-60 Downloads View citations (7)

2009

  1. 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, 2009, 27, (1), 149-170 Downloads View citations (13)

2008

  1. Calculating VaR in EU Candidate States
    South East European Journal of Economics and Business, 2008, 3, (1), 23-33 Downloads
 
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