Browsing All of EconStor by Author Mihoci, Andrija
Showing results 1 to 9 of 9
Year of Publication | Title | Author(s) |
2009 | Modelling and forecasting liquidity supply using semiparametric factor dynamics | Härdle, Wolfgang Karl; Hautsch, Nikolaus; Mihoci, Andrija |
2009 | Modelling and forecasting liquidity supply using semiparametric factor dynamics | Härdle, Wolfgang Karl; Hautsch, Nikolaus; Mihoci, Andrija |
2012 | Local adaptive multiplicative error models for high-frequency forecasts | Härdle, Wolfgang Karl; Hautsch, Nikolaus; Mihoci, Andrija |
2014 | Adaptive order flow forecasting with multiplicative error models | Härdle, Wolfgang Karl; Mihoci, Andrija; Ting, Christopher Hian-Ann |
2015 | TERES: Tail event risk expectile based shortfall | Gschöpf, Philipp; Härdle, Wolfgang Karl; Mihoci, Andrija |
2015 | lCARE: Localizing conditional autoregressive expectiles | Xu, Xiu; Mihoci, Andrija; Härdle, Wolfgang Karl |
2016 | Academic ranking scales in economics: Prediction and imputation | Zharova, Alona; Mihoci, Andrija; Härdle, Wolfgang Karl |
2019 | FRM Financial Risk Meter | Mihoci, Andrija; Althof, Michael; Chen, Cathy Yi-Hsuan; Härdle, Wolfgang Karl |
2022 | Employee performance measures appraised by training and labor market: Evidence from the banking sector of Germany | Khan, Naveed Ahmad; Mihoci, Andrija; Michalk, Silke; Sarachuk, Kirill; Javed, Hafiz Ali |