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Testing value-at-risk models in emerging markets during crises: A case study on South Eastern European countries   [2016]

Radivojevic, Nikola; Ćurčić, Nikola  ; Milojkovic, Dragana; Miletic, Vuk

Expected shortfall model based on a neural network   [2022]

Dončić N.; Pantić N.  ; Lakicevic, Marija  ; Radivojevic N.

New historical bootstrap value-at-risk model   [2017]

Radivojevic, Nikola Z; Sobat-Matic, Zorana; Mirjanic, Borjana B

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