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Andrija Mihoci
Andrija Mihoci
German University in Cairo, Berlin School of Economics and Law
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Cited by
Cited by
Year
Modelling and forecasting liquidity supply using semiparametric factor dynamics
WK Härdle, N Hautsch, A Mihoci
Journal of Empirical Finance 19 (4), 610-625, 2012
482012
Local adaptive multiplicative error models for high‐frequency forecasts
WK Härdle, N Hautsch, A Mihoci
Journal of Applied Econometrics 30 (4), 529-550, 2015
382015
FRM financial risk meter
A Mihoci, M Althof, CYH Chen, WK Härdle
The Econometrics of Networks, 335-368, 2020
312020
Exploratory factor analysis in MPlus, R and SPSS
S Klinke, A Mihoci, W Härdle
Invited paper ICOTS8 of the International Association of Statistical Education, 2010
192010
lCARE-localizing conditional autoregressive expectiles
X Xu, A Mihoci, WK Härdle
Journal of Empirical Finance 48, 198-220, 2018
112018
Modelling limit order book volume covariance structures
A Mihoci
Advances in statistical methodologies and their application to real problems …, 2017
42017
Tail Event Risk Expectile based Shortfall
P Gschöpf, WK Härdle, A Mihoci
SFB 649 Discussion Paper 2015% 047, 2015
32015
Cross country evidence for the EPK paradox
W Haerdle, M Grith, A Mihoci
Working Paper, Humboldt University, 2014
32014
TERES: Tail Event Risk Expectile Shortfall
A Mihoci, WK Härdle, CYH Chen
Quantitative Finance 21 (3), 449-460, 2021
22021
TERES-Tail Event Risk Expectile based Shortfall
P Gschöpf, WK Härdle, A Mihoci
Available at SSRN 2892597, 2015
22015
Adaptive order flow forecasting with multiplicative error models
WK Härdle, A Mihoci, CHA Ting
SFB 649 Discussion Paper, 2014
22014
Employee Performance Measures Appraised by Training and Labor Market: Evidence from the Banking Sector of Germany
NA Khan, A Mihoci, S Michalk, K Sarachuk, HA Javed
Administrative Sciences 12 (4), 143, 2022
2022
Academic Ranking Scales in Economics
A Zharova, A Mihoci, WK Härdle
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2016
2016
Academic Ranking Scales in Economics: Prediction and Imputation
A Zharova, A Mihoci, WK Härdle
SFB 649 Discussion Paper 2016-020, Economic Risk, Berlin, 2016
2016
Varga, Matija; Varga, Vesna: Vrijednosne informacije za kupce prirodnog plina. Čakovec: Udruga financijsko-informatičkih stručnjaka Međimurja, 2016.-ISBN 987-953-57671-2-1
A Mihoci
2016
TERES
P Gschöpf, WK Härdle, A Mihoci
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2015
2015
Varga, Matija; Varga, Vesna: Kontroling informacijskih sustava i financija energetskih tvrtki. Čakovec: Udruga financijsko-informatičkih stručnjaka Međimurja, 2015.-ISBN 978 …
A Mihoci
2015
Adaptive Order FlowForecasting withMultiplicativeError Models
WK Härdle, A Mihoci, CHA Ting
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2014
2014
Varga, Matija: Informatičke tehnologije u primjeni: kroz različita područja. Čakovec: Udruga financijsko-informatičkih stručnjaka Međimurja, 2013.-ISBN 978-953-57672-0-6
A Mihoci
2013
Structural adaptive models in financial econometrics
A Mihoci
Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2012
2012
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Articles 1–20