Access Statistics for Eric Hillebrand

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
A structural break in the effects of Japanese foreign exchange intervention on yen/dollar exchange rate volatility 0 0 0 195 1 1 2 654
Asymmetries, breaks, and long-range dependence: An estimation framework for daily realized volatility 0 0 0 62 2 3 5 133
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 0 76 0 1 2 115
Bagging Constrained Equity Premium Predictors 0 0 3 40 0 0 4 67
Bagging Weak Predictors 0 0 4 38 1 4 15 112
DATA REVISIONS AND THE STATISTICAL RELATION OF GLOBAL MEAN SEA-LEVEL AND TEMPERATURE 0 0 1 12 1 1 7 42
Data revisions and the statistical relation of global mean sea-level and temperature 0 0 0 21 0 0 3 55
Forecasting realized volatility models:the benefits of bagging and nonlinear specifications 0 1 2 197 0 2 5 474
Let's Do It Again: Bagging Equity Premium Predictors 0 0 0 89 1 1 2 90
Let´s do it again: bagging equity premium predictors 1 1 1 9 1 3 5 35
Maximum Likelihood Estimation of Time-Varying Loadings in High-Dimensional Factor Models 1 1 3 116 2 5 20 169
Mean Reversion Expectations and the 1987 Stock Market Crash: An Empirical Investigation 0 0 2 352 2 2 11 1,631
Neglecting Parameter Changes in Autoregressive Models 1 1 2 71 2 3 6 110
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 2 81 0 0 3 92
Overlaying Time Scales and Persistence Estimation in GARCH(1,1) Models 0 0 0 315 0 2 3 610
Overlaying Time Scales in Financial Volatility Data 0 0 1 180 0 0 2 503
Seasonal Changes in Central England Temperatures 0 0 1 28 0 0 5 26
Seasonal Changes in Central England Temperatures 0 0 3 26 2 3 10 69
Stein-Rule Estimation and Generalized Shrinkage Methods for Forecasting Using Many Predictors 0 0 0 88 1 2 4 200
Supervision in Factor Models Using a Large Number of Predictors 0 0 1 36 0 0 4 45
The Effects of Japanese Foreign Exchange Intervention, GARCH Estimation and Change Point Detection 0 0 0 95 0 0 2 311
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 0 178 1 1 3 541
The Effects of Japanese Foreign Exchange Intervention: GARCH Estimation and Change Point Detection 0 0 1 497 2 3 8 1,615
The Forecasting Power of the Yield Curve, a Supervised Factor Model Approach 0 0 2 44 0 1 10 73
Using the Yield Curve in Forecasting Output Growth and In?flation 2 2 2 53 2 3 7 140
WHY IT IS OK TO USE THE HAR-RV(1,5,21) MODEL 0 6 29 142 12 30 97 420
Total Working Papers 5 12 60 3,041 33 71 245 8,332
1 registered items for which data could not be found


Journal Article File Downloads Abstract Views
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 0 2 44 1 2 4 136
Asymptotic Theory for Regressions with Smoothly Changing Parameters 0 0 3 20 1 3 6 54
Interest rate volatility and home mortgage loans 0 0 1 45 2 2 4 215
Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility 0 0 2 43 1 4 11 173
Level changes in volatility models 0 0 0 26 1 1 2 76
Neglecting parameter changes in GARCH models 1 1 8 131 8 13 32 325
Nonlinearity, Breaks, and Long-Range Dependence in Time-Series Models 0 0 1 3 1 1 2 10
Pricing an Option on Revenue from an Innovation: An Application to Movie Box Office Revenue 0 0 3 24 0 1 13 89
The Benefits of Bagging for Forecast Models of Realized Volatility 0 0 2 38 2 2 6 129
Total Journal Articles 1 1 22 374 17 29 80 1,207


Statistics updated 2019-11-03