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Andrija Mihoci

This is information that was supplied by Andrija Mihoci in registering through RePEc. If you are Andrija Mihoci , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Andrija
Middle Name:
Last Name:Mihoci
Suffix:
RePEc Short-ID:pmi550
http://www.b-tu.de/fg-oekonometrie/
Brandenburg University of Technology Chair of Economic Statistics and Econometrics Erich-Weinert-Str. 1 03046 Cottbus
+49 (0) 355 69 38 20
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  1. Alona Zharova & Andrija Mihoci & Wolfgang Karl Härdle, 2016. "Academic Ranking Scales in Economics: Prediction and Imputation," SFB 649 Discussion Papers SFB649DP2016-020, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  2. Philipp Gschöpf & Wolfgang Karl Härdle & Andrija Mihoci, 2015. "TERES - Tail Event Risk Expectile based Shortfall," SFB 649 Discussion Papers SFB649DP2015-047, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  3. Wolfgang Karl Härdle & Andrija Mihoci & Christopher Hian-Ann Ting, 2014. "Adaptive Order Flow Forecasting with Multiplicative Error Models," SFB 649 Discussion Papers SFB649DP2014-035, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  4. Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2012. "Local Adaptive Multiplicative Error Models for High-Frequency Forecasts," SFB 649 Discussion Papers SFB649DP2012-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  5. Wolfgang Karl Härdle & Nikolaus Hautsch & Andrija Mihoci, 2009. "Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics," SFB 649 Discussion Papers SFB649DP2009-044, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  6. Xiu Xu & Andrija Mihoci & Wolfgang Karl Härdle, . "lCARE – localizing Conditional AutoRegressive Expectiles," SFB 649 Discussion Papers SFB649DP2015-052, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  1. Wolfgang K. Härdle & Nikolaus Hautsch & Andrija Mihoci, 2015. "Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 30(4), pages 529-550, 06.
  2. Härdle, Wolfgang Karl & Hautsch, Nikolaus & Mihoci, Andrija, 2012. "Modelling and forecasting liquidity supply using semiparametric factor dynamics," Journal of Empirical Finance, Elsevier, vol. 19(4), pages 610-625.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (4) 2009-09-26 2009-09-26 2012-05-08 2014-09-25. Author is listed
  2. NEP-ECM: Econometrics (3) 2012-05-08 2015-09-26 2015-12-08. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2012-05-08 2014-09-25 2015-12-08. Author is listed
  4. NEP-FOR: Forecasting (3) 2009-09-26 2012-05-08 2014-09-25. Author is listed
  5. NEP-RMG: Risk Management (2) 2015-09-26 2015-12-08. Author is listed
  6. NEP-EDU: Education (1) 2016-06-04
  7. NEP-ORE: Operations Research (1) 2014-09-25
  8. NEP-SOG: Sociology of Economics (1) 2016-06-04

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