5
H index
2
i10 index
77
Citations
Andrija Mihoci : Citation Profile
Brandenburgische Technische Universität Cottbus (80% share) | RESEARCH PRODUCTION: 3 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 / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk | 6 |
Recent works citing Andrija Mihoci (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Adaptive local VAR for dynamic economic policy uncertainty spillover. (2025). Gillmann, Niels ; Okhrin, Ostap. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000744. Full description at Econpapers || Download paper |
| 2025 | Multiplicative Error Models: 20 years on. (2025). Gallo, Giampiero ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:209-229. Full description at Econpapers || Download paper |
| 2024 | Scenario based merger & acquisition forecasting. (2024). Kainat, Khowaja ; Danial, Saef ; Sergej, Sizov ; Karl, Hrdle Wolfgang. In: Management & Marketing. RePEc:vrs:manmar:v:19:y:2024:i:4:p:579-600:n:1001. Full description at Econpapers || Download paper |
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 | 28 |
| 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: 28 | paper | |
| 2009 | Modelling and forecasting liquidity supply using semiparametric factor dynamics.(2009) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
| 2018 | lCARE - localizing conditional autoregressive expectiles In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 4 |
| 2015 | lCARE: Localizing conditional autoregressive expectiles.(2015) In: SFB 649 Discussion Papers. [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 | |
| 2015 | Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 21 |
| 2012 | Local adaptive multiplicative error models for high-frequency forecasts.(2012) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2014 | Adaptive order flow forecasting with multiplicative error models In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | TERES: Tail event risk expectile based shortfall In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Academic ranking scales in economics: Prediction and imputation In: SFB 649 Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team