Saša Žiković : Citation Profile


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Sveučilište u Rijeci

3

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1

i10 index

31

Citations

RESEARCH PRODUCTION:

7

Articles

3

Papers

RESEARCH ACTIVITY:

   7 years (2008 - 2015). See details.
   Cites by year: 4
   Journals where Saša Žiković has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 2 (6.06 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pik10
   Updated: 2020-05-23    RAS profile: 2015-12-02    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Saša Žiković.

Is cited by:

HALKOS, GEORGE (2)

Stern, David (2)

Aloui, Chaker (1)

Aboura, Sofiane (1)

Abad, Pilar (1)

Ruiz, Esther (1)

Uppal, Jamshed (1)

Bruns, Stephan (1)

Gross, Christian (1)

Chevallier, Julien (1)

Cites to:

West, Kenneth (8)

McCracken, Michael (7)

White, Halbert (5)

Selcuk, Faruk (5)

Gencay, Ramazan (5)

cotter, john (4)

Chen, Song (4)

Weron, Rafał (4)

Harvey, David (4)

Aghion, Philippe (3)

Hansen, Peter (3)

Main data


Where Saša Žiković has published?


Journals with more than one article published# docs
Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics3
South East European Journal of Economics and Business2

Working Papers Series with more than one paper published# docs
CESifo Working Paper Series / CESifo Group Munich2

Recent works citing Saša Žiković (2018 and 2017)


YearTitle of citing document
2019GARCH based VaR estimation: An empirical evidence from BRICS stock markets. (2019). Rao, Prabhakar ; Guptha, Siva Kiran. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:201-218.

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2019GARCH based VaR estimation: An empirical evidence from BRICS stock markets. (2019). Rao, Prabhakar ; Guptha, Siva Kiran. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:201-218.

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2019A nonparametric copula approach to conditional Value-at-Risk. (2019). Dunn, Richard ; Geenens, Gery. In: Papers. RePEc:arx:papers:1712.05527.

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2018The Development Perspectives of Sustainable Management Accounting in Central and Eastern European Countries. (2018). Zyznarska-Dworczak, Beata. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1445-:d:144838.

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2017Time Series Modeling of Inflation and its Volatility in Croatia. (2017). Bonjak, Mile ; Ivko, Igor. In: Notitia - journal for sustainable development. RePEc:noa:journl:y:2017:i:3:p:1-10.

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2018ENERGY SECURITY AND ECONOMIC GROWTH IN PAKISTAN. (2018). Mahmood, Tahir ; Ayaz, Muhammed Tayyab. In: Pakistan Journal of Applied Economics. RePEc:pje:journl:article28sumiv.

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2019CROATIAN KUNA: MONEY, OR JUST A CURRENCY? EVIDENCE FROM THE INTERBANK MARKET. (2019). Nikolaj, Stella Suljic ; Drazenovic, Bojana Olgic ; Mance, Davor . In: UTMS Journal of Economics. RePEc:ris:utmsje:0270.

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Works by Saša Žiković:


YearTitleTypeCited
2009Hybrid Historical Simulation VaR and ES: Performance in Developed and Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper2
2012Ranking of VaR and ES Models: Performance in Developed and Emerging Markets In: CESifo Working Paper Series.
[Full Text][Citation analysis]
paper0
2011Decay factor optimisation in time weighted simulation -- Evaluating VaR performance In: International Journal of Forecasting.
[Full Text][Citation analysis]
article3
2013Ranking of VaR and ES Models: Performance in Developed and Emerging Markets In: Czech Journal of Economics and Finance (Finance a uver).
[Full Text][Citation analysis]
article1
2009Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
[Full Text][Citation analysis]
article13
2010The role of energy in economic growth: the case of Croatia In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
[Full Text][Citation analysis]
article7
2011Measuring risk of crude oil at extreme quantiles In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
[Full Text][Citation analysis]
article3
2015Econometric Analysis of Croatia’s Proclaimed Foreign Exchange Rate In: South East European Journal of Economics and Business.
[Full Text][Citation analysis]
article2
2008Calculating VaR in EU Candidate States In: South East European Journal of Economics and Business.
[Full Text][Citation analysis]
article0
2014Evaluating the performance of VaR models in energy markets In: HSC Research Reports.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team