4
H index
1
i10 index
54
Citations
Andrija Mihoci : Citation Profile
Brandenburgische Technische Universität Cottbus (80% share) | RESEARCH PRODUCTION: 2 Articles 13 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2009 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Andrija Mihoci. | Is cited by:
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Main data
Where Andrija Mihoci has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Empirical Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany | 6 |
| SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 6 |
Recent works citing Andrija Mihoci (2024 and 2023)
| Year | Title of citing document |
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Works by Andrija Mihoci:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Modelling and forecasting liquidity supply using semiparametric factor dynamics In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 26 |
| 2009 | Modelling and forecasting liquidity supply using semiparametric factor dynamics.(2009) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 26 | paper | ||
| 2018 | lCARE - localizing conditional autoregressive expectiles In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | ||
| 2009 | Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2012 | Local Adaptive Multiplicative Error Models for High-Frequency Forecasts In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Adaptive Order Flow Forecasting with Multiplicative Error Models In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2015 | TERES - Tail Event Risk Expectile based Shortfall In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | lCARE – localizing Conditional AutoRegressive Expectiles In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Academic Ranking Scales in Economics: Prediction and Imputation In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| Modelling Limit Order Book Volume Covariance Structures In: Chapters. [Full Text][Citation analysis] | chapter | 1 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 | |
| In: . [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team