Access Statistics for Andrija Mihoci

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Academic ranking scales in economics: Prediction and imputation 0 0 0 52 1 3 3 81
Adaptive order flow forecasting with multiplicative error models 0 0 1 100 2 3 6 110
Local adaptive multiplicative error models for high-frequency forecasts 1 1 1 67 4 6 6 168
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 0 59 3 5 6 172
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 0 90 0 3 3 281
TERES: Tail event risk expectile based shortfall 0 0 1 52 1 5 7 118
lCARE: Localizing conditional autoregressive expectiles 0 0 0 32 0 5 7 59
Total Working Papers 1 1 3 452 11 30 38 989


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Local Adaptive Multiplicative Error Models for High‐Frequency Forecasts 0 0 0 12 0 2 5 53
Modelling and forecasting liquidity supply using semiparametric factor dynamics 0 0 1 12 1 5 6 77
lCARE - localizing conditional autoregressive expectiles 0 0 0 7 1 13 18 61
Total Journal Articles 0 0 1 31 2 20 29 191


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modelling Limit Order Book Volume Covariance Structures 0 0 0 6 1 2 3 27
Total Chapters 0 0 0 6 1 2 3 27


Statistics updated 2026-01-09