Technical College of Applied Studies
Nikola Radivojevic is currently a college professor at Technical college Kragujevac, teaching the subjects of Traffic economics and Organization and economics of business. He has a Ph.D in Economics (Financial Managemet).
He is the author and co-author of a large number of papers published in many international journals, and is a reviewer for several national and international journals, such as, Estudios de Economía Journal, University of Santago de Chile, etc.
His Research interests are Financial Management, Financial Risk Management, Banking Risk Management and Investment.
This paper presents a model that combines ES models based on EVT and neural networks and meets all criteria for the validity of the Basel III standard.
Measuring expected shortfall under semi-parametric expected shortfall approaches: a case study of selected Southern European/Mediterranean countries
In this paper, the authors investigate the applicability of semi-parametric approaches for estimating expected shortfall.
Testing value-at-risk models in emerging markets during crises: a case study on South Eastern European countries
This paper examines the applicability of a wide range of VaR models in emerging markets, focusing on South Eastern European countries.