Andrija Mihoci : Citation Profile

Brandenburgische Technische Universität Cottbus (80% share)
Humboldt-Universität Berlin (10% share)
Humboldt-Universität Berlin (10% share)

5

H index

2

i10 index

74

Citations

RESEARCH PRODUCTION:

3

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   9 years (2009 - 2018). See details.
   Cites by year: 8
   Journals where Andrija Mihoci has often published
   Relations with other researchers
   Recent citing documents: 1.    Total self citations: 3 (3.9 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pmi550
   Updated: 2025-04-19    RAS profile: 2022-11-12    
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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:

Härdle, Wolfgang (17)

Niu, Linlin (10)

Hautsch, Nikolaus (7)

Gallo, Giampiero (5)

Brownlees, Christian (4)

Rossi, Eduardo (3)

Majer, Piotr (3)

Santucci de Magistris, Paolo (3)

Caporin, Massimiliano (3)

Wang, Weining (3)

Fleming, Michael (3)

Cites to:

Härdle, Wolfgang (23)

Engle, Robert (15)

Prigent, Jean-Luc (14)

Hautsch, Nikolaus (10)

Acerbi, Carlo (8)

Maillet, Bertrand (6)

Bassett, Gilbert (5)

Subrahmanyam, Avanidhar (4)

Newey, Whitney (4)

Inoue, Atsushi (4)

Rossi, Barbara (4)

Main data

Production by document typearticlechapterpaper2009201020112012201320142015201620172018024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2009201020112012201320142015201620172018051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2009201020112012201320142015201620172018201920202021202220232024202501020Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20092010201120122013201420152016201720180102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250320250402.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Andrija Mihoci has published?

Journals with more than one article published# docs
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
SFB 649 Discussion Papers / Humboldt University Berlin, Collaborative Research Center 649: Economic Risk6

Recent works citing Andrija Mihoci (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Scenario 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.

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Works by Andrija Mihoci:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012Modelling and forecasting liquidity supply using semiparametric factor dynamics In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2009Modelling 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: 27		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2018lCARE - localizing conditional autoregressive expectiles In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2009Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2012Local Adaptive Multiplicative Error Models for High-Frequency Forecasts In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper5
2014Adaptive Order Flow Forecasting with Multiplicative Error Models In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper6
2015TERES - Tail Event Risk Expectile based Shortfall In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper4
2015lCARE – localizing Conditional AutoRegressive Expectiles In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper2
2016Academic Ranking Scales in Economics: Prediction and Imputation In: SFB 649 Discussion Papers.
[Full Text][Citation analysis]		paper0
Modelling Limit Order Book Volume Covariance Structures In: Chapters.
[Full Text][Citation analysis]		chapter1
2015Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article19
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		paper
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0
In: .
[Full Text][Citation analysis]		paper0

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