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Details about Andrija Mihoci

Homepage:http://www.b-tu.de/fg-oekonometrie/
Phone:+49 (0) 355 69 38 20
Postal address:Brandenburg University of Technology Chair of Economic Statistics and Econometrics Erich-Weinert-Str. 1 03046 Cottbus
Workplace:Institut Wirtschaftswissenschaften (Institute of Economics), Brandenburgische Technische Universität Cottbus (Brandenburg University of Technology Cottbus), (more information at EDIRC)
Center for Applied Statistics and Econometrics (CASE), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)
Sonderforschungsbereich 649: Ökonomisches Risiko (Collaborative Research Center 649: Economic Risk), Wirtschaftswissenschaftliche Fakultät (Faculty of Economics), Humboldt-Universität Berlin (Humboldt University Berlin), (more information at EDIRC)

Access statistics for papers by Andrija Mihoci.

Last updated 2022-11-12. Update your information in the RePEc Author Service.

Short-id: pmi550

Jump to Journal Articles Chapters

Working Papers

2016

  1. Academic ranking scales in economics: Prediction and imputation
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2015

  1. TERES: Tail event risk expectile based shortfall
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads
  2. lCARE: Localizing conditional autoregressive expectiles
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads View citations (1)
    See also Journal Article lCARE - localizing conditional autoregressive expectiles, Journal of Empirical Finance, Elsevier (2018) Downloads View citations (3) (2018)

2014

  1. Adaptive order flow forecasting with multiplicative error models
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads

2012

  1. Local adaptive multiplicative error models for high-frequency forecasts
    SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk Downloads
    See also Journal Article Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2015) Downloads View citations (18) (2015)

2009

  1. Modelling and forecasting liquidity supply using semiparametric factor dynamics
    CFS Working Paper Series, Center for Financial Studies (CFS) Downloads View citations (9)
    Also in SFB 649 Discussion Papers, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk (2009) Downloads
    See also Journal Article Modelling and forecasting liquidity supply using semiparametric factor dynamics, Journal of Empirical Finance, Elsevier (2012) Downloads View citations (19) (2012)

Journal Articles

2018

  1. lCARE - localizing conditional autoregressive expectiles
    Journal of Empirical Finance, 2018, 48, (C), 198-220 Downloads View citations (3)
    See also Working Paper lCARE: Localizing conditional autoregressive expectiles, SFB 649 Discussion Papers (2015) Downloads View citations (1) (2015)

2015

  1. Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts
    Journal of Applied Econometrics, 2015, 30, (4), 529-550 Downloads View citations (18)
    See also Working Paper Local adaptive multiplicative error models for high-frequency forecasts, SFB 649 Discussion Papers (2012) Downloads (2012)

2012

  1. Modelling and forecasting liquidity supply using semiparametric factor dynamics
    Journal of Empirical Finance, 2012, 19, (4), 610-625 Downloads View citations (19)
    See also Working Paper Modelling and forecasting liquidity supply using semiparametric factor dynamics, CFS Working Paper Series (2009) Downloads View citations (9) (2009)

Chapters

Undated

  1. Modelling Limit Order Book Volume Covariance Structures
    IntechOpen Downloads View citations (1)
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