Access Statistics for Eric Hillebrand

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility	1	7	25	150	6	17	71	437
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications	2	5	29	100	6	14	66	159
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility	3	7	32	146	24	60	206	802
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation	0	6	35	311	7	23	158	1,476
Neglecting Parameter Changes in Autoregressive Models	0	0	1	54	0	1	4	63
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models	0	1	9	291	1	6	35	506
Overlaying Time Scales in Financial Volatility Data	0	1	14	146	1	6	57	368
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection	0	2	4	74	4	11	22	207
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection	1	10	56	378	14	30	200	1,199
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection	0	1	5	171	1	4	17	474
Total Working Papers	7	40	210	1,821	64	172	836	5,691

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility	0	2	4	4	2	6	13	13
Interest rate volatility and home mortgage loans	1	2	10	12	3	6	57	72
Neglecting parameter changes in GARCH models	1	3	13	48	2	5	20	100
Total Journal Articles	2	7	27	64	7	17	90	185

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2009-11-04