Saša Žiković

Economics and Econometrics · 2009

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Saša Žiković trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Alexander J. McNeil
  2. Rüdiger Frey
  3. S. Chen
  4. Ramazan Gencay

Papers from Saša Žiković's perspective

Ordered by how strongly the researchers Saša Žiković trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach
  2. Generalized autoregressive conditional heteroskedasticity
  3. Statistical Inference Using Extreme Order Statistics
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
  6. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  7. Continuous Univariate Distributions.
  8. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules
  9. On Default Correlation: A Copula Function Approach
  10. A comparative analysis of current credit risk models

Their papers