Andrija Mihoci
Names
| first: |
Andrija |
| last: |
Mihoci |
Identifer
Contact
| 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 |
Affiliations
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Brandenburgische Technische Universität Cottbus
/ Institut Wirtschaftswissenschaften (weight: 80%)
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Humboldt-Universität Berlin
/ Center for Applied Statistics and Econometrics (CASE) (weight: 10%)
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Humboldt-Universität Berlin
/ Wirtschaftswissenschaftliche Fakultät
/ Sonderforschungsbereich 649: Ökonomisches Risiko (weight: 10%)
Research profile
author of:
- Modelling and forecasting liquidity supply using semiparametric factor dynamics (RePEc:eee:empfin:v:19:y:2012:i:4:p:610-625)
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija - lCARE - localizing conditional autoregressive expectiles (RePEc:eee:empfin:v:48:y:2018:i:c:p:198-220)
by Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl - Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics (RePEc:hum:wpaper:sfb649dp2009-044)
by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci - Local Adaptive Multiplicative Error Models for High-Frequency Forecasts (RePEc:hum:wpaper:sfb649dp2012-031)
by Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci - Adaptive Order Flow Forecasting with Multiplicative Error Models (RePEc:hum:wpaper:sfb649dp2014-035)
by Wolfgang Karl Härdle & Andrija Mihoci & Christopher Hian-Ann Ting - TERES - Tail Event Risk Expectile based Shortfall (RePEc:hum:wpaper:sfb649dp2015-047)
by Philipp Gschöpf & Wolfgang Karl Härdle & Andrija Mihoci - lCARE – localizing Conditional AutoRegressive Expectiles (RePEc:hum:wpaper:sfb649dp2015-052)
by Xiu Xu & Andrija Mihoci & Wolfgang Karl Härdle - Academic Ranking Scales in Economics: Prediction and Imputation (RePEc:hum:wpaper:sfb649dp2016-020)
by Alona Zharova & Andrija Mihoci & Wolfgang Karl Härdle - Modelling Limit Order Book Volume Covariance Structures (RePEc:ito:pchaps:109187)
by Andrija Mihoci - Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts (RePEc:wly:japmet:v:30:y:2015:i:4:p:529-550)
by Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci - Modelling and forecasting liquidity supply using semiparametric factor dynamics (RePEc:zbw:cfswop:200918)
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija - Modelling and forecasting liquidity supply using semiparametric factor dynamics (RePEc:zbw:sfb649:sfb649dp2009-044)
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija - Local adaptive multiplicative error models for high-frequency forecasts (RePEc:zbw:sfb649:sfb649dp2012-031)
by Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija - Adaptive order flow forecasting with multiplicative error models (RePEc:zbw:sfb649:sfb649dp2014-035)
by Härdle, Wolfgang Karl & Mihoci, Andrija & Ting, Christopher Hian-Ann - TERES: Tail event risk expectile based shortfall (RePEc:zbw:sfb649:sfb649dp2015-047)
by Gschöpf, Philipp & Härdle, Wolfgang Karl & Mihoci, Andrija - lCARE: Localizing conditional autoregressive expectiles (RePEc:zbw:sfb649:sfb649dp2015-052)
by Xu, Xiu & Mihoci, Andrija & Härdle, Wolfgang Karl - Academic ranking scales in economics: Prediction and imputation (RePEc:zbw:sfb649:sfb649dp2016-020)
by Zharova, Alona & Mihoci, Andrija & Härdle, Wolfgang Karl