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Eric Hillebrand
Eric Hillebrand
Professor, Department of Economics and Business Economics, CREATES, Aarhus University
Verified email at creates.au.dk - Homepage
Title
Cited by
Cited by
Year
Neglecting parameter changes in GARCH models
E Hillebrand
Journal of Econometrics 129 (1-2), 121-138, 2005
4072005
The benefits of bagging for forecast models of realized volatility
E Hillebrand, MC Medeiros
Econometric Reviews 29 (5-6), 571-593, 2010
772010
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility
E Hillebrand, G Schnabl
International Economics and Economic Policy 5 (4), 389-401, 2008
452008
The effects of Japanese foreign exchange intervention GARCH estimation and change point detection
ET Hillebrand, G Schnabl
Japan Bank for International Corporation Institute Working Paper, 2003
452003
Why it is OK to use the HAR-RV (1, 5, 21) model
M Craioveanu, E Hillebrand
University of Central Missouri, Department of Economics & Finance Working Papers, 2012
322012
Mean reversion models of financial markets
E Hillebrand
Universitńt Bremen, 2003
282003
Pricing an option on revenue from an innovation: An application to movie box office revenue
DM Chance, E Hillebrand, JE Hilliard
Management Science 54 (5), 1015-1028, 2008
272008
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility
E Hillebrand, G Schnabl, Y Ulu
Journal of International Financial Markets, Institutions and Money 19 (3á…, 2009
262009
Seasonal changes in central England temperatures
T Proietti, E Hillebrand
Journal of the Royal Statistical Society: Series A (Statistics in Societyá…, 2017
222017
Interest rate volatility and home mortgage loans
E Hillebrand, F Koray
Applied Economics 40 (18), 2381-2385, 2008
192008
Asymmetries, breaks, and long-range dependence: An estimation framework for time series of daily realized volatility
E Hillebrand, MC Medeiros
Unpublished paper, Department of Economics, Pontifical Catholic Universityá…, 2008
192008
Asymptotic theory for regressions with smoothly changing parameters
E Hillebrand, MC Medeiros, J Xu
Journal of Time Series Econometrics 5 (2), 133-162, 2013
182013
Estimating and forecasting GARCH models in the presence of structural breaks and regime switches
E Hillebrand, MC Medeiros
Forecasting in the presence of structural breaks and model uncertainty, 2008
182008
Modeling, forecasting, and nowcasting US CO2 emissions using many macroeconomic predictors
M Bennedsen, E Hillebrand, SJ Koopman
Energy Economics 96, 105118, 2021
172021
Nonlinearity, breaks, and long-range dependence in time-series models
E Hillebrand, MC Medeiros
Journal of Business & Economic Statistics 34 (1), 23-41, 2016
142016
Using the entire yield curve in forecasting output and inflation
E Hillebrand, H Huang, TH Lee, C Li
Econometrics 6 (3), 40, 2018
132018
Bagging weak predictors
E Hillebrand, M Lukas, W Wei
International Journal of Forecasting 37 (1), 237-254, 2021
122021
Consistent estimation of time-varying loadings in high-dimensional factor models
JG Mikkelsen, E Hillebrand, G Urga
Journal of Econometrics 208 (2), 535-562, 2019
112019
Phase changes and seasonal warming in early instrumental temperature records
E Hillebrand, T Proietti
Journal of Climate 30 (17), 6795-6821, 2017
102017
The statistical relation of sea-level and temperature revisited
S Grassi, E Hillebrand, D Ventosa-SantaulÓria
Dynamics of Atmospheres and Oceans 64, 1-9, 2013
102013
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