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Details about Andrija Mihoci

E-mail:
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 2016-09-05. 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, Collaborative Research Center 649 Downloads

2015

  1. TERES - Tail Event Risk Expectile based Shortfall
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (4)

2014

  1. Adaptive Order Flow Forecasting with Multiplicative Error Models
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (6)

2012

  1. Local Adaptive Multiplicative Error Models for High-Frequency Forecasts
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (7)
    See also Journal Article in Journal of Applied Econometrics (2015)

2009

  1. Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (6)
    Also in CFS Working Paper Series, Center for Financial Studies (CFS) (2009) Downloads View citations (5)

    See also Journal Article in Journal of Empirical Finance (2012)

Undated

  1. lCARE – localizing Conditional AutoRegressive Expectiles
    SFB 649 Discussion Papers, Humboldt University, Collaborative Research Center 649 Downloads View citations (2)
    See also Journal Article in Journal of Empirical Finance (2018)

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

2015

  1. Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts
    Journal of Applied Econometrics, 2015, 30, (4), 529-550 Downloads View citations (14)
    See also Working Paper (2012)

2012

  1. Modelling and forecasting liquidity supply using semiparametric factor dynamics
    Journal of Empirical Finance, 2012, 19, (4), 610-625 Downloads View citations (14)
    See also Working Paper (2009)

Chapters

Undated

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