[
Le, T. H. (2020). Forecasting value at risk and expected shortfall with mixed data sampling. International Journal of Forecasting, 36(4), 1362–1379. https://doi.org/10.1016/J.IJFORECAST.2020.01.008
]Search in Google Scholar
[
Chavez-Demoulin, V., Embrechts, P., & Sardy, S. (2014). Extreme-quantile tracking for financial time series. Journal of Econometrics, 181(1), 44–52. https://doi.org/10.1016/J.JECONOM.2014.02.007
]Search in Google Scholar
[
Haan, L., Mercadier, C., & Zhou, C. (2016). Adapting extreme value statistics to financial time series: dealing with bias and serial dependence. Finance and Stochastics, 20, 321-354. https://doi.org/10.1007/S00780-015-0287-6.
]Search in Google Scholar
[
McNeil, A., & Frey, R. (2000). Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach. Journal of Empirical Finance, 7, 271-300. https://doi.org/10.1016/S0927-5398(00)00012-8.
]Search in Google Scholar
[
Paul, S., & Sharma, P. (2021). Forecasting gains by using extreme value theory with realised GARCH filter. IIMB Management Review, 33(1), 64–70. https://doi.org/10.1016/J.IIMB.2021.03.011
]Search in Google Scholar
[
Lux, T., Lux, T., Segnon, M., & Gupta, R. (2016). Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data. Energy Economics, 56, 117–133. https://doi.org/10.1016/J.ENECO.2016.03.008
]Search in Google Scholar
[
Magnou, G. (2017). An Application of Extreme Value Theory for Measuring Financial Risk in the Uruguayan Pension Fund. Central Bank of Uruguay. REVISTA DE ECONOMÍA, Vol. 24, No.1, 155-175.
]Search in Google Scholar
[
Gilli, M., & Kellezi, E. (2006). An Application of Extreme Value Theory for Measuring Financial Risk. Computing in Economics and Finance, 27(2), 207–228. https://doi.org/10.1007/S10614-006-9025-7
]Search in Google Scholar
[
Yao, F., Wen, H., & Luan, J. (2013). CVaR measurement and operational risk management in commercial banks according to the peak value method of extreme value theory. Mathematical and Computer Modelling, 58(1), 15–27. https://doi.org/10.1016/J.MCM.2012.07.013
]Search in Google Scholar
[
Radojković, I., & Stevanović, K. (2024). Analiza rada dobrovoljnih penzijskih fondova u Srbiji u 2023. godini, International May Conference on Strategic Management, Volume XX, Issue(2), p51-55.
]Search in Google Scholar
[
Kočović, J., Šulejić, P., Rakonjac, Antić T. (2010). Osiguranje, Centar za izdavačku delatnost, Ekonomski fakultet u Beogradu, Beograd
]Search in Google Scholar
