He is referring to the claim that the Jewish people first began to arrive in Serbia during the time of the Romans. Most sources agree that at most, this was in small numbers, and some sources contend that there is no actual documentation or evidence of any actual Jews in the area until the 900s, though we can certainly say Jews were said to be there by the 12th century, and the Jewish community grew during the Portuguese and Spanish Inquisitions. It's quite difficult to find any discussion or study of this in my experience, but that was the motivation for the statement, though there isn't a whole lot of evidence to back it up.