Andrija Mihoci

Brandenburg University of Technology (BTU)

PO Box 101344

Cottbus, 03013

Germany

SCHOLARLY PAPERS

4

DOWNLOADS

98

SSRN CITATIONS

2

CROSSREF CITATIONS

4

Scholarly Papers (4)

1.

FRM Financial Risk Meter

Special Issue in Empirical Economics on “Economic Applications of Quantile Regression 2.0”, Forthcoming
Number of pages: 30 Posted: 05 Aug 2019
Brandenburg University of Technology (BTU), Humboldt University of Berlin - Institute for Statistics and Econometrics, University of Glasgow, Adam Smith Business School and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 52 (384,219)

Abstract:

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Systemic Risk, Quantile Regression, Lasso, Financial Markets, Risk Management, Network Dynamics, Recession

2.

Modelling and Forecasting Liquidity Supply Using Semiparametric Factor Dynamics

CFS Working Paper, No. 2009/18
Number of pages: 35 Posted: 20 Sep 2009 Last Revised: 06 Jun 2016
University of Vienna - Department of Statistics and Operations Research, Humboldt University of Berlin - Institute for Statistics and Econometrics and Brandenburg University of Technology (BTU)
Downloads 20 (525,636)
Citation 6

Abstract:

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Limit Order Book, Liquidity Risk, Semiparametric Model, Factor Structure, Prediction

3.

Academic Ranking Scales in Economics: Prediction and Imputation

SFB 649 Discussion Paper 2016-020, Economic Risk, Berlin
Number of pages: 40 Posted: 27 Jun 2016
Alona Zharova, Andrija Mihoci and Wolfgang K. Härdle
Humboldt University of Berlin, Brandenburg University of Technology (BTU) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 14 (561,286)

Abstract:

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scientometrics, ranking, quantile regression, Handelsblatt, RePEc, Google Scholar

4.

LCARE - Localizing Conditional Autoregressive Expectiles

SFB 649 Discussion Paper 2015-052
Number of pages: 36 Posted: 11 Dec 2017
Xiu Xu, Andrija Mihoci and Wolfgang K. Härdle
Humboldt University of Berlin - Institute for Statistics and Econometrics, Brandenburg University of Technology (BTU) and Humboldt University of Berlin - Institute for Statistics and Econometrics
Downloads 12 (573,767)

Abstract:

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Expectiles, Tail Risk, Local Parametric Approach, Risk Management