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Browsing by Author Radivojevic, Nikola Z
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) | Type | М-cat. |
|---|---|---|---|---|
| 2020 | A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model | Radivojevic, Nikola Z; Filipovic, Luka; Brzakovic, Tomislav D | Article | 23M23 |
| 2017 | Examining of Determinants of Non-Performing Loans | Radivojevic, Nikola Z; Jovovic, Jelena | Article | 22M22 |
| 2017 | New historical bootstrap value-at-risk model | Radivojevic, Nikola Z; Sobat-Matic, Zorana; Mirjanic, Borjana B | Article | 23M23 |
| 2016 | The new hybrid value at risk approach based on the extreme value theory | Radivojevic, Nikola Z; Cvjetkovic, Milena; Stepanov, Sasa | Article | 23M23 |